An Adaptive Method of Variable Selection in Regression

DOI10.1080/03610910802049680zbMath1145.62051OpenAlexW2087181818MaRDI QIDQ3527747

Thomas W. O'Gorman

Publication date: 30 September 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802049680

zbMATH Keywords

subset selectiondata miningstepwise selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• SAS
• SAS/STAT

Cites Work

• Unnamed Item
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• Estimating the dimension of a model
• Randomization tests for multiple regression
• Regression and time series model selection in small samples
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Comparison of Stopping Rules in Forward "Stepwise" Regression
• Information Criteria for Discriminating Among Alternative Regression Models
• A Probability Distribution and Its Uses in Fitting Data
• Robust Linear Model Selection by Cross-Validation
• Applied Regression Analysis
• Applied Adaptive Statistical Methods
• Adaptive Model Selection

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