All Possible Regressions with Less Computation
作者:
GeorgeM. Furnival,
期刊:
Technometrics
(Taylor Available online 1971)
卷期:
Volume 13,
issue 2
页码: 403-408
ISSN:0040-1706
年代: 1971
DOI:10.1080/00401706.1971.10488794
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Two methods are given for computing all possible regressions for a set of independent variables. One produces all the usual regression statistics; the other gives only the sums of squares of residuals. Both require less computation than other methods of computing all possible regressions and the second may compare favorably with the procedure suggested by Hocking and Leslie for finding the best subset without evaluating all possible subsets.
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