The large-sample performance of backwards variable elimination

DOI10.1080/02664760802382434MaRDI QIDQ3183855zbMATH OpenOpenAlexWikidataFDO

Authors Peter C. Austin

Publication date 21 October 2009

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760802382434

zbMATH Keywords

model selection methodsMonte Carlo simulationsregression modelsvariable selection methods

Mathematics Subject Classification ID

Applications of statistics (62P99) Monte Carlo methods (65C05)

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Cites work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Methods of variable selection in regression modeling
• Selection of Subsets of Regression Variables

Cited in

(2)

• Backward elimination model construction for regression and classification using leave-one-out criteria
• A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures

Describes a project that uses

Uses Software

• R

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