Multi-step methods for choosing the best set of variables in regression analysis

DOI10.1007/s10589-008-9193-6zbMath1200.62076OpenAlexW1978391941MaRDI QIDQ989838

Yoshihiro Takaya, Hiroshi Konno

Publication date: 23 August 2010

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-008-9193-6

zbMATH Keywords

variable selection0-1 mixed integer programmingleast absolute deviation fitting

Mathematics Subject Classification ID

Related Items (4)

Variable selection under multicollinearity using modified log penalty ⋮ Feature subset selection for logistic regression via mixed integer optimization ⋮ Mixed integer second-order cone programming formulations for variable selection in linear regression ⋮ A maximal predictability portfolio using absolute deviation reformulation

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