Selection of Subsets of Regression Variables

DOI10.2307/2981576zbMath0584.62106OpenAlexW2801961936MaRDI QIDQ3707158

Alan J. Miller

Publication date: 1984

Published in: Journal of the Royal Statistical Society. Series A (General) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2981576

zbMATH Keywords

subset selectionlinear modelsbiasstopping rulevariable selectionsearch methodsconditional likelihoodstepwise regressionmultiple regressionAkaike's information criterialeast-squares criterionMallows' criterionbest-fitting subsetscomparing subsetscompetition for selectionMean squared errors of predictionomission of variablesplanar-rotation algorithmsselecting subsets of regression variablestesting for any predictive valuetesting for zero regression coefficients

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Statistical ranking and selection procedures (62F07) Probabilistic methods, stochastic differential equations (65C99)

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