Selecting Procedures for Optimal Subset of Regression Variables.

Abstract

Recently 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, we may be interested 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. In this paper, we are interested in deriving an optimal decision procedure based on residual mean squares to select a subset excluding all inferior independent variables. This kind of optimality criterion is related to the approach of Gupta and Huang (1977). (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1982
Accession Number
ADA113971

Entities

People

  • Deng Yuang Huang
  • Shanti Gupta

Organizations

  • Purdue University

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  • Human Systems

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  • Mathematics

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  • Regression Analysis.