Correlation pursuit: forward stepwise variable selection for index models
نویسندگان
چکیده
منابع مشابه
Correlation Pursuit: Forward Stepwise Variable Selection for Index Models.
In this article, a stepwise procedure, correlation pursuit (COP), is developed for variable selection under the sufficient dimension reduction framework, in which the response variable Y is influenced by the predictors X(1), X(2), …, X(p) through an unknown function of a few linear combinations of them. Unlike linear stepwise regression, COP does not impose a special form of relationship (such ...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2012
ISSN: 1369-7412
DOI: 10.1111/j.1467-9868.2011.01026.x