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) : Gupta,Shanti S ; Huang,Deng-Yuan

PDF Url : ADA113971

Report Date : Jan 1982

Pagination or Media Count : 10

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)

Descriptors :   *Regression analysis, *Variables, *Optimization, Selection, Residuals, Mean

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE