Selection of Variables in Linear Regression Using the Minimum Sum of Weighted Absolute Errors Criterion
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Publication:3859562
DOI10.2307/1267751zbMath0424.90047OpenAlexW4244683602MaRDI QIDQ3859562
John F. Wellington, Subhash C. Narula
Publication date: 1979
Full work available at URL: https://doi.org/10.2307/1267751
computational experiencemultiple linear regression modelimplicit enumeration algorithmminimum sum of weighted absolute errorsselecting subsets of predictor variables
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of mathematical programming (90C90) Linear programming (90C05) Probabilistic methods, stochastic differential equations (65C99)
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