The variable selection problem

被引：197

作者：

George, EI ^{[1
]}

机构：

[1] Univ Texas, Dept MSIS, Austin, TX 78712 USA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 2000年 / 95卷 / 452期

关键词：

D O I：

10.2307/2669776

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The problem of variable selection is one of the most pervasive model selection problems in statistical applications. Often referred to as the problem of subset selection, it arises when one wants to model the relationship between a variable of interest and a subset of potential explanatory variables or predictors, but there is uncertainty about which subset to use. This vignette reviews some of the key developments that have led to the wide variety of approaches for this problem.

引用

页码：1304 / 1308

页数：5

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[2]

[Anonymous], ENCY STAT SCI

[3]

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