All Possible Regressions with Less Computation

DOI10.2307/1266801MaRDI QIDQ5621867zbMATH OpenOpenAlexFDO

Authors George M. Furnival

Publication date 1971

Full work available at URL https://doi.org/10.2307/1266801

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Cited in

(6)

• ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS
• All possible subset regressions using the triangular decomposition
• Exact and approximate algorithms for variable selection in linear discriminant analysis
• Best-subset model selection based on multitudinal assessments of likelihood improvements
• Efficient variable screening for multivariate analysis
• A variable selection procedure for econometric models

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