Selection of Subsets of Regression Variables (Q3707158)
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English | Selection of Subsets of Regression Variables |
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Selection of Subsets of Regression Variables (English)
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1984
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subset selection
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multiple regression
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variable selection
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Akaike's information criteria
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conditional likelihood
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stepwise regression
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Mallows' criterion
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selecting subsets of regression variables
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linear models
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least-squares criterion
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planar-rotation algorithms
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search methods
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best-fitting subsets
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testing for zero regression coefficients
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comparing subsets
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testing for any predictive value
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bias
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omission of variables
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competition for selection
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stopping rule
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Mean squared errors of prediction
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