AN ALTERNATIVE APPROACH TO VARIABLE SELECTION FOR PREDICTION

被引：1

作者：

CHATTERJEE, SK

SAMANTA, SK

机构：

[1] R K MISSION RESIDENTIAL COLL,NARENDRAPUR,W BENGAL,INDIA

[2] UNIV CALCUTTA,DEPT STAT,CALCUTTA 700073,W BENGAL,INDIA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1994年 / 23卷 / 08期

关键词：

MEAN SQUARE ERROR; REGRESSION ANALYSIS; VARIABLE SELECTION;

D O I：

10.1080/03610929408831379

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：

A procedure for selecting a subset of predictor variables in regression analysis is suggested. The procedure is so designed that it leads to the selection of a subset of variables having an adequate degree of informativeness with a directly specified confidence coefficient. Some examples are considered to illustrate the application of the procedure.

引用

页码：2157 / 2174

页数：18