Selection of Variables in Linear Regression Using the Minimum Sum of Weighted Absolute Errors Criterion
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Publication:3859562
DOI10.2307/1267751zbMath0424.90047MaRDI QIDQ3859562
John F. Wellington, Subhash C. Narula
Publication date: 1979
Full work available at URL: https://doi.org/10.2307/1267751
computational experience; multiple linear regression model; implicit enumeration algorithm; minimum sum of weighted absolute errors; selecting subsets of predictor variables
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
90C90: Applications of mathematical programming
90C05: Linear programming
65C99: Probabilistic methods, stochastic differential equations
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