Inflation of R 2 in Best Subset Regression

DOI10.2307/1268382MaRDI QIDQ3880119zbMATH OpenOpenAlexFDO

Authors Alvin C. Rencher, Fu Ceayong Pun

Publication date 1980

Published in Technometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1268382

zbMATH Keywords

average valuesmultiple correlation coefficientpercentage pointsregressionstepwise regressionsubset selectiontables

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Cited in

(12)

• On model selection in the computer age
• Search for the best decision rules with the help of a probabilistic estimate
• Regression analysis of experiments with complex confounding patterns guided by the alias matrix.
• Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
• A survey of Bayesian predictive methods for model assessment, selection and comparison
• Valid post-selection inference in model-free linear regression
• The wavelet transforms and statistical models for near infrared spectra analysis
• Comparison of Bayesian predictive methods for model selection
• Assessing the contribution of individual variables following rejection of a multivariate hypothesis
• On average predictive comparisons and interactions
• Moments of the Nonnegative Adjusted Estimator of Squared Multiple Correlation
• Model selection bias and Freedman's paradox

This page was built for publication: Inflation of R 2 in Best Subset Regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3880119)