Accession Number:

ADA113971

Title:

Selecting Procedures for Optimal Subset of Regression Variables.

Descriptive Note:

Mimeograph series,

Corporate Author:

PURDUE UNIV LAFAYETTE IN DEPT OF STATISTICS

Personal Author(s):

Report Date:

1982-01-01

Pagination or Media Count:

10.0

Abstract:

Recently a number of methods have been developed for selecting the best or at least a good subset of variables in regression analysis. For various reasons, we may be interested in including only a subset, say, of size r p, the number of independent variables. Various authors have considered this problem and a variety of techniques are presently being used to construct such subsets. In this paper, we are interested in deriving an optimal decision procedure based on residual mean squares to select a subset excluding all inferior independent variables. This kind of optimality criterion is related to the approach of Gupta and Huang 1977. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE