Selection of the linear regression model according to the parameter estimation

In this paper, based on the theory of parameter estimation, we give a selection method and, in a sense of a good character of the parameter estimation, we think that it is very reasonable. Moreover, we offer a calculation method of selection statistic and an applied example. Foundation item: Supported by the Natural Science Foundation of Anhui Education Committee Biography: Sun Dao-de (1957-), male, associate professor, research interes: theory and applications of mathematical statistics.