UNA ESTRATEGIA PARA LA SELECCION DE MODELOS DE REGRESION CON DOS REGRESORES CUALITATIVOS

Abstract

In this methodological paper, a strategy for selection of regression models is proposed. The application is posible in situations with quantitative regressand and two qualitative regressors. The proposal is based on a minimization of an estimator of the Mean Square Error of Prediction )PEMC( in certain predefined class of models. Some structures for interaction (like in Mandel (1971) Johnson and others (1972)) are considered. Some graphical displays for the form of interaction are also proposed