No Detail Found!

Optimal subset selection in regression.

Author(s)
Salahuddin Statistics Department, Islamia College, University of Peshawar, Peshawar, Pakistan
Abstract
Cross-validation is used to select an optimal subset from the r-best (r 10) subset models identified by the branch-and-bound regression algorithm given by Furnival and Wilson (1974) with selection criterion Mallows' Op. A statistic, predicted-Cp (a function of PRESS analogous to Mallows' Op statistic), is proposed as a criterion function in comparing the r-best subset models. The optimal subset is that which has the minimum predicted-Cp. Two examples are presented.
Publication Details
Page(s) 233-244
DOI DOI not available
Published Journal: Scientific khyber, Volume: 5, Issue: 2, Year: 1992

Request the full text from PASTIC

0

Citations

0

Downloads

45

Views