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

DOI10.1016/0167-9473(94)00030-MzbMath0875.62337OpenAlexW1976903926MaRDI QIDQ672433

Borko D. Jovanovic, John P. Buonaccorsi, David W. jun. 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

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

Related Items (3)

A simulation of the performance of \(C_{p}\) in model selection for logistic and Poisson regression ⋮ The Dantzig Selector in Cox's Proportional Hazards Model ⋮ Applied regression analysis bibliography update 1994-97

Uses Software

• SAS/STAT

Cites Work

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• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Best Subsets Logistic Regression
• On variable selection in generalized linear and related regression models
• Some Comments on C P

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