Subset Selection in Regression

Name: Subset Selection in Regression
Availability: OutOfStock
ISBN: 9780412353802

ISBN-10: 0412353806

ISBN-13: 9780412353802

Edition: 1990

Authors: Alan J. Miller

List price: $64.95

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Description:

Most scientific computing packages contain facilities for stepwise regression and often for 'all subsets' and other techniques for finding 'best-fitting' subsets of regression variables. The application of standard theory can be very misleading in such cases when the model has not been chosen a priori, but from the data. There is widespread awareness that considerable over-fitting occurs and that prediction equations obtained after extensive 'data dredging' often perform poorly when applied to new data.This monograph relates almost entirely to least-squares methods of finding and fitting subsets of regression variables, though most of the concepts are presented in terms of the…

Book details

List price: $64.95
Copyright year: 1990
Publisher: CRC Press LLC
Publication date: 5/1/1990
Binding: Hardcover
Pages: 240
Size: 5.75" wide x 8.75" long x 0.75" tall
Weight: 0.792