A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
- 1 March 1976
- journal article
- research article
- Published by JSTOR in Biometrics
- Vol. 32 (1), 1-49
- https://doi.org/10.2307/2529336
Abstract
The problems of subset selection and variable analysis in linear regression are reviewed. The underlying theory, computational techniques and selection criteria are discussed. Alternatives to least squares, including ridge and principal component regression, are considered. These biased estimation procedures are related and contrasted with least squares. An example on biased estimators for air pollution data is given.This publication has 5 references indexed in Scilit:
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- Some Aspects of Nonorthogonal Data AnalysisJournal of Quality Technology, 1973
- Examples of the Use of Elements for Clarifying Regression AnalysesJournal of the Royal Statistical Society Series C: Applied Statistics, 1967
- The Examination and Analysis of ResidualsTechnometrics, 1963
- On multiple regression analysisStatistica Neerlandica, 1962