How Many Variables Should be Entered in a Regression Equation?

DOI10.2307/2287119zbMath0513.62068MaRDI QIDQ3658954

Leo Breiman, David Freedman

Publication date: 1983

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

zbMATH Keywords

stepwise regression; ordinary least squares estimates; best subsets regression; conditional mean squared prediction error; optimal number of regressors; unconditional mean squared prediction error

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

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