Subset Selection Procedures for Regression Analysis.
Abstract
In the past decade a number of methods have been developed for selecting the 'best' or at least a 'good' subset of variables in regression analysis. For various reasons, one may be interested in selecting a random size subset excluding all inferior independent variables. The authors are interested in deriving a selection procedure to the goal. Some results on the efficiency of the procedure are also discussed.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1975
- Accession Number
- ADA016031
Entities
People
- Deng Yuang Huang
- Shanti Gupta
Organizations
- Purdue University