Equivalence of several methods for efficient best subsets selection in generalized linear models

DOI10.1016/0167-9473(94)00030-MMaRDI QIDQ672433zbMATH OpenOpenAlexFDO

Authors Borko D. Jovanovic, John P. Buonaccorsi, David W. Hosmer

Publication date 28 February 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(94)00030-m

zbMATH Keywords

Poisson regressionLogistic regressionLinearizationMallows' CPseudo dataSurvival models

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Statistical ranking and selection procedures (62F07) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3720204 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 3458075 (Why is no real title available?)
• Best Subsets Logistic Regression
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• On variable selection in generalized linear and related regression models
• Some Comments on C P

Cited in

(8)

• Computational efficiency in all possible regressions
• The Dantzig Selector in Cox's Proportional Hazards Model
• Best Subsets Logistic Regression
• Efficient algorithms for computing the best subset regression models for large-scale problems
• Fast and approximate exhaustive variable selection for generalised linear models with APES
• Applied regression analysis bibliography update 1994-97
• BEST SUBSET SELECTION FOR ELIMINATING MULTICOLLINEARITY
• A simulation of the performance of \(C_{p}\) in model selection for logistic and Poisson regression

Describes a project that uses

Uses Software

• SAS/STAT

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