Tabu search model selection in multiple regression analysis

被引：36

作者：

Drezner, Z

Marcoulides, GA

Salhi, S

机构：

[1] Calif State Univ Fullerton, Dept Management Sci, Fullerton, CA 92834 USA

[2] Univ Birmingham, Sch Math & Stat, Management Math Grp, Birmingham B15 2TT, W Midlands, England

[3] Univ Calif Irvine, Grad Sch Management, Irvine, CA 92717 USA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1999年 / 28卷 / 02期

关键词：

multiple regression; Tabu search; model selection;

D O I：

10.1080/03610919908813553

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper introduces an alternative variable selection method for use in regression analysis that is based on the Tabu search procedure. The Tabu search was compared to traditional regression analysis procedures using various size data sets. The results indicate the superiority of the Tabu search procedure for model selection in multiple regression analysis.

引用

页码：349 / 367

页数：19

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[Anonymous], APPL REGRESSION ANAL

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