A Review on Variable Selection in Regression Analysis
In this paper, we investigate several variable selection procedures to give an overview of the existing literature for practitioners. “Let the data speak for themselves„ has become the motto of many applied researchers since the number of data has significantly grown. Automatic m...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-11-01
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| Series: | Econometrics |
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| Online Access: | https://www.mdpi.com/2225-1146/6/4/45 |