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Full-Text Articles in Probability
Best Probable Subset: A New Method For Reducing Data Dimensionality In Linear Regression, Elieser Nodarse
Best Probable Subset: A New Method For Reducing Data Dimensionality In Linear Regression, Elieser Nodarse
FIU Electronic Theses and Dissertations
Regression is a statistical technique for modeling the relationship between a dependent variable Y and two or more predictor variables, also known as regressors. In the broad field of regression, there exists a special case in which the relationship between the dependent variable and the regressor(s) is linear. This is known as linear regression.
The purpose of this paper is to create a useful method that effectively selects a subset of regressors when dealing with high dimensional data and/or collinearity in linear regression. As the name depicts it, high dimensional data occurs when the number of predictor variables is far …