Some Alternative Methods to Stepwise Regression for the Screening of Variables.
Abstract
This paper addresses the problem of screening potential variables for entrance in a linear multiple regression setting. The purpose of the work presented here is to propose two screening methods, both of which have roots in principle component analysis, and which evaluate a combination of variables in an efficient enough manner so that enumeration of all combinations is feasible even when the number of potential variables is quite large. Using the square of the multiple correlation coefficient as the criterion, the selections made by these methods in several test cases are evaluated, and compared with the selections made by the methods of total enumeration and stepwise regression. The paper concludes with overall evaluations of the two methods and suggests directions for further study.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1974
- Accession Number
- ADA005470
Entities
People
- Dennis George Lambell
Organizations
- Naval Postgraduate School