Subset selection in poisson regression

被引：3

作者：

Sakate D.M. ^{[1
]}

Kashid D.N. ^{[1
]}

Shirke D.T. ^{[1
]}

机构：

[1] Department of Statistics, Shivaji University, Kolhapur

来源：

Journal of Statistical Theory and Practice | 2011年 / 5卷 / 2期

关键词：

Deviance; Poisson regression; Stepwise procedure; Subset selection;

D O I：

10.1080/15598608.2011.10412024

中图分类号：

学科分类号：

摘要：

In this article, we propose a criterion for subset selection in Poisson regression called D p criterion. This criterion uses the deviance of the full model and subset model to arrive at a decision. Based on the same criterion a stepwise procedure is also developed to select the appropriate subset. The procedure is useful even when the number of regressors is large. The proposed stepwise method is operationally simple to implement. The method is illustrated with examples. © 2011 Copyright Taylor and Francis Group, LLC.

引用

页码：207 / 219

页数：12

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