Accession Number:

AD0752788

Title:

Subset Selection Problems for Variances with Applications to Regression Analysis.

Descriptive Note:

Technical rept.,

Corporate Author:

PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS

Personal Author(s):

• Arvesen,James N.
• McCabe,George P.

Report Date:

1972-10-01

Pagination or Media Count:

19.0

Abstract:

The paper obtains a subset selection procedure for correlated variances. Emphasis is placed on the asymptotic case. An application to selecting the best set of independent variables in a regression problem is given. Author

Descriptors:

• (*REGRESSION ANALYSIS
• MATHEMATICAL PREDICTION)
• CORRELATION TECHNIQUES
• SET THEORY
• SELECTION
• RANDOM VARIABLES
• MATRICES(MATHEMATICS)
• PERMUTATIONS
• SAMPLING

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE