Criteria for Selection of a Subset Regression: Which One Should Be Used?
Criteria for Selection of a Subset Regression: Which One Should Be Used?
复制标题
子集回归的选择标准：应该使用哪一个？
DOI：
10.1080/00401706.1972.10488992
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发表时间：
1972
期刊：
影响因子：
2.5
通讯作者：
R. R. Hocking
中科院分区：
文献类型：
--
作者：
R. R. Hocking
在线性回归模型中选择预测变量的最佳子集的问题导致了在竞争子集之间选择的许多标准的发展。不幸的是，这些标准的性质通常不被理解，竞争标准的相对优劣也不清楚。在本说明中，审查了一些标准，并建议通过合作努力解决这一问题。
The problem of selecting the best subset of predictor variables in a linear regression model has led to the development of a number of criteria for choosing between contending subsets. Unfortunately, the properties of these criteria are generally not understood and the relative merits of contending criteria are not clear. In this note, a number of criteria are reviewed and a cooperative effort to resolve the problem is recommended.