Some Computational Procedures for the Best Subset Problem

Some Computational Procedures for the Best Subset Problem

In an earlier paper, Garside (1965) gave an algorithm for calculating all subsets in multiple-regression analysis, thereby obtaining the subset of a given size that minimized the minimum residual sum of squares. This paper develops further the facilities in the earlier algorithm and introduces a new...

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Veröffentlicht in:Applied Statistics 1971-01, Vol.20 (1), p.8-15
1. Verfasser: Garside, M. J.
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Applied statistics
Induced substructures
Integers
Linear regression
Multiple regression
Regression analysis
Vertices
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Zusammenfassung:In an earlier paper, Garside (1965) gave an algorithm for calculating all subsets in multiple-regression analysis, thereby obtaining the subset of a given size that minimized the minimum residual sum of squares. This paper develops further the facilities in the earlier algorithm and introduces a new algorithm which, although slightly restrictive, is very much faster in execution.
ISSN:0035-9254
1467-9876
DOI:10.2307/2346626