Methods of variable selection in regression modeling

DOI10.1080/03610919808813505MaRDI QIDQ4232061zbMATH OpenOpenAlexFDO

Authors Paul A. Murtaugh

Publication date 15 April 1999

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://zenodo.org/record/996380

zbMATH Keywords

Mallows' Cp statisticregression trees

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Recommendations

• An Adaptive Method of Variable Selection in Regression
• Variable selection for regression models
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• On the selection of regression variables
• Variable Selection in Logistic Regression Models

Cites work

• Estimating the dimension of a model
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• Model specification: The views of Fisher and Neyman, and later developments
• Role of models in statistical analysis
• The statistical sleuth. A course in methods of data analysis

Cited in

(24)

• Moving-examination and cross-validation methods: their effectiveness in structure identification
• Selection of variables in exploratory factor analysis: an empirical comparison of a stepwise and traditional approach
• Pseudo estimation and variable selection in regression
• On some variable selection procedures based on data for regression models
• Variable selection for regression models
• Model selection procedures in social research: Monte-Carlo simulation results
• The large-sample performance of backwards variable elimination
• An Adaptive Method of Variable Selection in Regression
• On Determining the Effects of Therapy on Disease Damage in Non Randomized Studies with Multiple Treatments: A Study of Juvenile Myositis
• The Use of Resampling Methods to Simplify Regression Models in Medical Statistics
• scientific article; zbMATH DE number 1526009 (Why is no real title available?)
• Variable selection -- a review and recommendations for the practicing statistician
• A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures
• Variable selection in regression models using principal components
• Performances of some high dimensional regression methods
• Bayesian Analysis of Two-Level Fractional Factorial Experiments with Non-Normal Responses
• Toward an objective and reproducible model choice via variable selection deviation
• A Stepwise AIC Method for Variable Selection in Linear Regression
• A Monte Carlo study of univariate variable selection criteria
• Determination of the Selection Statistics and Best Significance Level in Backward Stepwise Logistic Regression
• Variable Selection in Data Mining
• Model selection using PRESS statistic
• Improved regression tree models using generalization error-based splitting criteria
• FSR methods for second-order regression models

Describes a project that uses

Uses Software

• R
• alr3

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