An alternative approach to variable selection for prediction |
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| Authors: | Shoutir Kishore Chatterjee Sisir Kumar Samanta |
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| Affiliation: | 1. Department of Satistics Calcutta , University Calcutta , Calcutta , India;2. R.K.Mission Residential College , Narendrapur West Bengal , India |
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| Abstract: | A procedure for selecting a subset of predictor variables in regression analysis is suggested. The procedure is so designed that it leads to the selection of a subset of variables having an adequate degree of informativeness with a directly specified confidence coefficient. Some examples are considered to illustrate the application of the procedure. |
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| Keywords: | mean square error regresion analysis variable selection |
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