In the Present book Chapter -I contains the general introduction about
the model selection. Chapter-II speaks about the various inferential
problems of linear statistical models. The distributional properties of
the OLS estimators have been presented in this chapter. It also contains
the procedure of testing the general linear hypothesis .Chapter-III
deals with the existing criteria for model selection given in the
literature. Chapter-IV proposes some new techniques for selection of
linear statistical models pertaining both the nested and non-nested
linear regression models. Chapter-V epitomizes the conclusions. Various
selected references have been documented under a separate caption
'Bibliography'.