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Subset Selection in Regression
Originally published in 1990, the first edition of Subset Selection in Regression filled a significant gap in the literature, and its critical and popular success has continued for more than a decade. Thoroughly revised to reflect progress in theory, methods, and computing power, the second edition promises to continue that tradition. The author ha
256 pages, Kindle Edition
First published April 15, 2002
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Displaying 1 of 1 review
September 17, 2017
Technical book on regression with lots of math, for those wanting to understand the nitty-gritty. The book is divided into eight chapters:
1. Objectives
2. Least-squartes computations
3. Finding subsets which fit well
4. Hypothesis testing
5. When to stop?
6. Estimation of regression coefficients
7. Bayesian methods
8. Conclusions and some recommendations
Chapter 8 is a particularly good summary. I would buy this book if it wasn't so expensive; I secured my copy via interlibrary loan through my public library.
1. Objectives
2. Least-squartes computations
3. Finding subsets which fit well
4. Hypothesis testing
5. When to stop?
6. Estimation of regression coefficients
7. Bayesian methods
8. Conclusions and some recommendations
Chapter 8 is a particularly good summary. I would buy this book if it wasn't so expensive; I secured my copy via interlibrary loan through my public library.
Displaying 1 of 1 review