Variable selection in wavelet regression models
نویسندگان
چکیده
منابع مشابه
Variable Selection for Regression Models
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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ژورنال
عنوان ژورنال: Analytica Chimica Acta
سال: 1998
ISSN: 0003-2670
DOI: 10.1016/s0003-2670(98)00194-9