All possible subset regressions using the QR decomposition

DOI10.1016/0167-9473(89)90023-6MaRDI QIDQ804185zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 1989

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

Full work available at URL https://doi.org/10.1016/0167-9473(89)90023-6

zbMATH Keywords

algorithmslinear regressionQR decompositionGivens' rotationssubset regressions

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Cites work

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• A Tutorial on the SWEEP Operator
• Algorithm AS 164: Least Squares Subject to Linear Constraints
• Regressions by Leaps and Bounds
• Selection of Subsets of Regression Variables

Cited in

(6)

• All possible subset regressions using the triangular decomposition
• A fast algorithm for non-negativity model selection
• Efficient algorithms for computing the best subset regression models for large-scale problems
• Applied regression analysis bibliography update 1988-89
• A graph approach to generate all possible regression submodels
• Complete subset regressions

Describes a project that uses

Uses Software

• AS 38
• LINPACK
• AS 164
• AS 183
• AS 46

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