Subset Selection in Regression

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Most scientific computing packages contain facilities for stepwise regression and often for 'all subsets' and other techniques for finding 'best-fitting' subsets of regression variables. The application of standard theory can be very misleading in such cases when the model has not been chosen a priori, but from the data. There is widespread awareness that considerable over-fitting occurs and that prediction equations obtained after extensive 'data...

Format:Hardcover

Language:English

ISBN:0412353806

ISBN13:9780412353802

Release Date:May 1990

Publisher:CRC Press

Length:240 Pages

Grade Range:Postsecondary and higher

Related Subjects

Math Mathematics Science & Math

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Subset Selection in Regression

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