Accession Number : ADA131567

Title :   Selection Procedures for Optimal Subsets of Regression Variables.

Descriptive Note : Technical rept.,

Corporate Author : PURDUE UNIV LAFAYETTE IN DEPT OF STATISTICS

Personal Author(s) : Gupta,Shanti S ; Huang,Deng-Yuan ; Chang,C L

PDF Url : ADA131567

Report Date : Jul 1983

Pagination or Media Count : 13

Abstract : This paper deals with selection of an optimal subset of variables in a linear regression model. Based on the criterion of expected residual mean squares, we reject inferior regression models. The derivation of the rule is different from those of the earlier papers in that here we use the simultaneous tests of a family of hypotheses. Using real data, an example is provided to illustrate the application of the proposed procedure. (Author)

Descriptors :   *Linear regression analysis, *Variables, *Selection, *Mathematical models, Optimization, Hypotheses, Chi square test, Residuals, Mean, Statistical processes

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE