Inflation of R 2 in Best Subset Regression
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Publication:3880119
DOI10.2307/1268382zbMath0438.62058OpenAlexW4229914698MaRDI QIDQ3880119
Fu Ceayong Pun, Alvin C. Rencher
Publication date: 1980
Published in: Technometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1268382
tablessubset selectionregressionstepwise regressionpercentage pointsmultiple correlation coefficientaverage values
Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Statistical ranking and selection procedures (62F07)
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