Discrepancy-based algorithms for best-subset model selection
The selection of a best-subset regression model from a candidate family is a common problem that arises in many analyses. In best-subset model selection, we consider all possible subsets of regressor variables; thus, numerous candidate models may need to be fit and compared. One of the main challeng...
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| Language: | English |
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University of Iowa
2013
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| Online Access: | https://ir.uiowa.edu/etd/4800 https://ir.uiowa.edu/cgi/viewcontent.cgi?article=5316&context=etd |