BEST SUBSET SELECTION FOR ELIMINATING MULTICOLLINEARITY

DOI10.15807/jorsj.60.321zbMath1382.90068OpenAlexW2741288552MaRDI QIDQ4597001

Ryuhei Miyashiro, Yuichi Takano, Kazuhide Nakata, Ken Kobayashi, Ryuta Tamura, Tomomi Matsui

Publication date: 11 December 2017

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.60.321

zbMATH Keywords

optimizationsubset selectionlinear regressionstatisticsmulticollinearitymixed integer semidefinite optimization

Mathematics Subject Classification ID

Semidefinite programming (90C22) Mixed integer programming (90C11) Linear programming (90C05)

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