Selection of Subsets of Regression Variables (Q3707158)

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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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