Selecting the best predictor variate
John S. Ramberg · Communication in Statistics- Theory and Methods · 1977
The Bechhofer indifference-zone approach is used to determine the sample size for selecting the best predictor variate from a set of k variates. A multivariate normal model is assumed and the best predictor variate is defined to be that variate for which the predictand has the smallest population conditional variance. Asymptotic distribution theory and probability bounds are employed to obtain sample-size approximations, which are compared with (numerical) exact results.