Subset Selection In Regression (Chapman & Hall/crc Monographs On Statistics & Applied Probability)

 Subset Selection in Regression (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) ebook

By Alan Miller | Category: Textbooks ebooks | DMCA

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 ...

Series: Chapman & Hall/CRC Monographs on Statistics & Applied Probability (Book 40)
Hardcover: 240 pages
Publisher: Chapman and Hall/CRC (May 1, 1990)
Language: English
ISBN-10: 0412353806
ISBN-13: 978-0412353802
Product Dimensions: 5.8 x 0.8 x 8.8 inches
Amazon Rank: 5028034
Format: PDF ePub djvu ebook


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reviews:

There's a revolution of sorts in statistical modeling in recent years, first from recognizing the effects of model selection bias on inference and prediction, then from the impetus of boosting and then bagging from cs, statistical modeling is probabl...

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