A new approach to variable selection in least squares problems (Q4504955)

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scientific article; zbMATH DE number 1506613
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A new approach to variable selection in least squares problems
scientific article; zbMATH DE number 1506613

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    A new approach to variable selection in least squares problems (English)
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    30 January 2001
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    exploratory data analysis
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    design matrix
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    selection of columns
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    stepwise regression
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    minimal sum of squares of residuals
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    selection mechanisms
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    homotopy method
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    descent method
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    least squares problems
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    Gram-Schmidt orthogonalization
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