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Tabu search model selection in multiple regression analysis

 

作者: Zvi Drezner,   George A. Marcoulides,   Said Salhi,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1999）
卷期: Volume 28, issue 2  

页码: 349-367

 

ISSN:0361-0918

 

年代: 1999

 

DOI:10.1080/03610919908813553

 

出版商: Marcel Dekker, Inc.

 

关键词: multiple regression;tabu search;model selection

 

数据来源: Taylor

 

摘要:

This paper introduces an alternative variable selection method for use in regression analysis that is based on the Tabu search procedure. The Tabu search was compared to traditional regression analysis procedures using various size data sets. The results indicate the superiority of the Tabu search procedure for model selection in multiple regression analysis.

 

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