Subset selection for multiple linear regression via optimization

DOI10.1007/s10898-020-00876-1zbMath1445.62173arXiv1701.07920OpenAlexW2181698694WikidataQ126290885 ScholiaQ126290885MaRDI QIDQ2182858

Yanyan Li

Publication date: 26 May 2020

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.07920

zbMATH Keywords

linearizationsubset selectionmathematical programmingmultiple linear regressionhigh dimensional data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07) Paired and multiple comparisons; multiple testing (62J15)

Related Items

Best subset selection via cross-validation criterion ⋮ Unnamed Item

Uses Software

• UCI-ml
• leaps
• rms
• GitHub
• Bestsubset

Cites Work

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• leaps
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