How Many Variables Should be Entered in a Regression Equation?

DOI10.2307/2287119zbMath0513.62068OpenAlexW4230927406MaRDI QIDQ3658954

David Freedman, Leo Breiman

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2287119

zbMATH Keywords

stepwise regressionordinary least squares estimatesbest subsets regressionconditional mean squared prediction erroroptimal number of regressorsunconditional mean squared prediction error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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