A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION (Q4449028)
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scientific article; zbMATH DE number 2038196
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| English | A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION |
scientific article; zbMATH DE number 2038196 |
Statements
A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION (English)
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4 February 2004
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Multiple linear regression
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Subset selection
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\(C_p\)-statistic
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\(RC_p\)-statistic
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Huber M-estimator
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0.891670286655426
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0.846993625164032
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0.8129400610923767
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0.7930488586425781
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