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

regression treesMallows' Cp statistic

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
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Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
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• scientific article; zbMATH DE number 837320 (Why is no real title available?)
• Estimating the dimension of a model
• 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

(22)

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

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Uses Software

• alr3
• R

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