Selection Procedures for Optimal Subsets of Regression Variables.

Abstract

This paper deals with selection of an optimal subset of variables in a linear regression model. Based on the criterion of expected residual mean squares, we reject inferior regression models. The derivation of the rule is different from those of the earlier papers in that here we use the simultaneous tests of a family of hypotheses. Using real data, an example is provided to illustrate the application of the proposed procedure. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1983
Accession Number
ADA131567

Entities

People

  • C. L. Chang
  • Deng Yuang Huang
  • Shanti Gupta

Organizations

  • Purdue University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Contracts
  • Data Science
  • Governments
  • Hypotheses
  • Information Science
  • Military Research
  • Probability
  • Residuals
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.