Computation of a Best Subset in Multivariate Analysis

DOI10.2307/2347164MaRDI QIDQ3876858zbMATH OpenOpenAlexFDO

Authors C. E. McHenry

Publication date 1978

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347164

zbMATH Keywords

Cholesky decompositioncomputation of best subsetlikelihood ratio criterionpseudo beta variables

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Multivariate analysis (62H99) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(5)

• A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis
• A penalized criterion for variable selection in classification
• Direction and collinearity factors of wilks‘s a - a review
• Exact and approximate algorithms for variable selection in linear discriminant analysis
• Efficient variable screening for multivariate analysis

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