Inflation of r2 in best subset regression

Technometrics

Volumn 22, Issue 1, 1980, Pages 49-53

  Rencher, Alvin C ^a   Pun, Fu Ceayong ^a  

^a BRIGHAM YOUNG UNIVERSITY   (United States)

Author keywords

Monte Carlo; Multiple correlation coefficient; Regression; Stepwise regression; Subset selection

Indexed keywords

STATISTICAL METHODS;

EID: 0018983267     PISSN: 00401706     EISSN: 15372723     Source Type: Journal    
DOI: 10.1080/00401706.1980.10486100     Document Type: Article

References (14)

1. BERK, K. N. (1978). Comparing subset regression procedures. Technometrics, 20, 1-6.
2. BLUMENTHAL, M. M., TROUT, J. R., and CHANG, S. S. (1975). Correlation of gas chromatographic profiles and organoleptic scores of different fats and oils after simulated deep fat frying. Journal of the American Oil Chemists’ Society, 53, 496501.
3. DIEHR, G. and HOFLIN, D. R. (1974). Approximating the distribution of the sample R2 in best subset regressions. Technometrics, 16, 317-321.
4. DRAPER, N. R. and SMITH, H. (1966). Applied Regression Analysis. New York: John Wiley & Sons.
5. EFROYMSON, M. A. (1960). Multiple regression analysis. Mathematical Methods for Digital Computers, ed. by A. Ralston and H. S. Wilf, pp. 191-203. New York: John Wiley & Sons.
6. FURNIVAL, G. M. and WILSON, R. W„ JR. (1974). Regressions by leaps and bounds. Technometrics, 8, 27-51.
7. GORMAN, J. W. and TOMAN, R. J. (1966). Selection of variables for fitting equations to data. Technometrics, 16, 499-511.
8. GUMBEL, E. J. (1958). Statistics of Extremes. New York: Columbia University Press.
9. HOCKING, R. R. and LESLIE, R. N. (1967). Selection of the best subset in regression analysis. Technometrics, 9, 531-540.
10. HOCKING, R. R. (1976). The analysis and selection of variables in linear regression. Biometrics, 32, 1-49.
11. KENDALL, M. G. and STEWART, A. (1961). The Advanced Theory of Statistics, Vol. 2. New York: Hafner Publishing Co.
12. MARSAGLIA, G., ANANTHANARAYANAN, K. and PAUL, N. (1973). Super-duper random number package. School of Computer Science, McGill University, Montreal, Quebec.
13. POPE, P. T. and WEBSTER, J. T. (1972). The use of an F-statistic in stepwise regression procedures. Technometrics, 14, 327-340.
14. ZIRPHILE, J. (1975). Letter to the Editor. Technometrics, 17, 145.