Multi-step methods for choosing the best set of variables in regression analysis

DOI10.1007/S10589-008-9193-6MaRDI QIDQ989838zbMATH OpenOpenAlexFDO

Authors Hiroshi Konno, Yoshihiro Takaya

Publication date 23 August 2010

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-008-9193-6

zbMATH Keywords

variable selection0-1 mixed integer programmingleast absolute deviation fitting

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Integer programming (90C10) Boolean programming (90C09)

Recommendations

• Choosing the best set of variables in regression analysis using integer programming
• Mixed integer second-order cone programming formulations for variable selection in linear regression
• A new approach to select the best subset of predictors in linear regression modelling: bi-objective mixed integer linear programming
• Subset selection for multiple linear regression via optimization
• Publication:4723072

Cites work

• scientific article; zbMATH DE number 3876377 (Why is no real title available?)
• scientific article; zbMATH DE number 3526220 (Why is no real title available?)
• A Branch-and-Cut Algorithm for the Resolution of Large-Scale Symmetric Traveling Salesman Problems
• Choosing the best set of variables in regression analysis using integer programming
• Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications
• Data mining in biomedicine
• Disjunctive programming: Properties of the convex hull of feasible points
• Estimation of failure probability using semi-definite logit model
• Regressions by Leaps and Bounds
• Solving Large-Scale Zero-One Linear Programming Problems

Cited in

(7)

• Choosing the best set of variables in regression analysis using integer programming
• A new approach to select the best subset of predictors in linear regression modelling: bi-objective mixed integer linear programming
• A maximal predictability portfolio using absolute deviation reformulation
• Feature subset selection for logistic regression via mixed integer optimization
• Mixed integer second-order cone programming formulations for variable selection in linear regression
• Study of the method of stepwise regression and its consistency on selection variables in linear regression models
• Variable selection under multicollinearity using modified log penalty

This page was built for publication: Multi-step methods for choosing the best set of variables in regression analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q989838)