The Adequacy of Variable Subsets in Multivariate Regression
作者:
R.J. McKay,
期刊:
Technometrics
(Taylor Available online 1979)
卷期:
Volume 21,
issue 4
页码: 475-479
ISSN:0040-1706
年代: 1979
DOI:10.1080/00401706.1979.10489817
出版商: Taylor & Francis Group
关键词: Multivariate regression;Variable selection;Adequate subsets;Simultaneous test procedures;Significance probability plots
数据来源: Taylor
摘要:
The problem of variable selection in multivariate regression is considered. Procedures for isolating subsets of the independent variables which adequately describe the regression relationship between the set of dependent variables and the set of all independent variables are discussed. Each procedure leads to a set of subsets of variables which contains all adequate subsets with probability not less than a specified lower bound. A graphical aid to the assessment of the relative importance of subsets of independent variables is noted.
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