Cross-Validation, Shrinkage and Variable Selection in Linear Regression Revisited
نویسندگان
چکیده
منابع مشابه
Cross-Validation, Shrinkage and Variable Selection in Linear Regression Revisited
In deriving a regression model analysts often have to use variable selection, despite of problems introduced by datadependent model building. Resampling approaches are proposed to handle some of the critical issues. In order to assess and compare several strategies, we will conduct a simulation study with 15 predictors and a complex correlation structure in the linear regression model. Using sa...
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ژورنال
عنوان ژورنال: Open Journal of Statistics
سال: 2013
ISSN: 2161-718X,2161-7198
DOI: 10.4236/ojs.2013.32011