A Review on Variable Selection in Regression Analysis
نویسندگان
چکیده
منابع مشابه
Variable Selection in Function-on-Scalar Regression.
For regression models with functional responses and scalar predictors, it is common for the number of predictors to be large. Despite this, few methods for variable selection exist for function-on-scalar models, and none account for the inherent correlation of residual curves in such models. By expanding the coefficient functions using a B-spline basis, we pose the function-on-scalar model as a...
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A simple method for subset selection of independent variables in regression models is proposed. We expand the usual regression equation to an equation that incorporates all possible subsets of predictors by adding indicator variables as parameters. The vector of indicator variables dictates which predictors to include. Several choices of priors can be employed for the unknown regression coeecie...
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In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and selection of significant variables for the parametric portion. Thus, semiparametric variable selection is much more challenging than parametric variable selection ...
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ژورنال
عنوان ژورنال: Econometrics
سال: 2018
ISSN: 2225-1146
DOI: 10.3390/econometrics6040045