Tuning Variable Selection Procedures by Adding Noise
نویسندگان
چکیده
منابع مشابه
Tuning Variable Selection Procedures by Adding Noise
Many variable selection methods for linear regression depend critically on tuning parameters that control the performance of the method, e.g., “entry” and“stay” significance levels in forward and backward selection. However, most methods do not adapt the tuning parameters to particular data sets. We propose a general strategy for adapting variable selection tuning parameters that effectively es...
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ژورنال
عنوان ژورنال: Technometrics
سال: 2006
ISSN: 0040-1706,1537-2723
DOI: 10.1198/004017005000000319