| A FAST PROCEDURE OF VARIABLE SELECTION IN LINEAR REGRESSION MODEL |
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| 引用本文： | 安柏庆. A FAST PROCEDURE OF VARIABLE SELECTION IN LINEAR REGRESSION MODEL[J]. 系统科学与复杂性, 1989, 0(3) |
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| 作者姓名： | 安柏庆 |
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| 作者单位： | Institute of |
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| 摘 要： | In many situations,we are interested in selection of important variables whichare adequate for prediction under a linear regression model.In this paper,a fast selectionprocedure is proposed and is proved to be strongly consistent.Also,the convergence rate ofmisjudgement probability is given.
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A FAST PROCEDURE OF VARIABLE SELECTION IN LINEAR REGRESSION MODEL |
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| An Baiqing. A FAST PROCEDURE OF VARIABLE SELECTION IN LINEAR REGRESSION MODEL[J]. Journal of Systems Science and Complexity, 1989, 0(3) |
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| Authors: | An Baiqing |
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| Abstract: | In many situations,we are interested in selection of important variables whichare adequate for prediction under a linear regression model.In this paper,a fast selectionprocedure is proposed and is proved to be strongly consistent.Also,the convergence rate ofmisjudgement probability is given. |
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| Keywords: | Linear regression optimal subset a.s.l.n. consistence misjudgement convergence rate |
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