Methods of variable selection in regression modeling

DOI10.1080/03610919808813505zbMath0954.62084OpenAlexW2118801688MaRDI QIDQ4232061

Paul A. Murtaugh

Publication date: 15 April 1999

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

Full work available at URL: https://zenodo.org/record/996380

zbMATH Keywords

regression treesMallows' Cp statistic

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Related Items (4)

Bayesian Analysis of Two-Level Fractional Factorial Experiments with Non-Normal Responses ⋮ The large-sample performance of backwards variable elimination ⋮ Model selection using PRESS statistic ⋮ On Determining the Effects of Therapy on Disease Damage in Non Randomized Studies with Multiple Treatments: A Study of Juvenile Myositis

Uses Software

• R
• alr3

Cites Work

• Estimating the dimension of a model
• Role of models in statistical analysis
• Model specification: The views of Fisher and Neyman, and later developments
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