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)
Product Dimensions: 5.8 x 0.8 x 8.8 inches
Amazon Rank: 5028034
Format: PDF Text djvu book
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