On Selecting an Optimal Subset of Regression Variables.

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, there may be interest in including only a subset say, of size r<p, the number of independent variables. Various authors have considered this problem and a variety of techniques are presently being used to construct such subsets. Most of these seem to lack justification in terms of statistical theory. This paper is interested in deriving a selection procedure to select a random size optimal subset such that all inferior independent variables are excluded. Some results on the efficiency of the procedure are also discussed.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1977
Accession Number
ADA044889

Entities

People

  • D. Y. Huang
  • Shanti Gupta

Organizations

  • Purdue University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Algorithms
  • Contracts
  • Data Science
  • Efficiency
  • Governments
  • Information Science
  • Military Research
  • Probability
  • Random Variables
  • Regression Analysis
  • Security
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation