Subset Selection in Regression - Couverture rigide

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Miller, Alan

 
9781584881711: Subset Selection in Regression

Synopsis

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 has thoroughly updated each chapter, incorporated new material on recent developments, and included more examples and references.

New in the Second Edition:
  • A separate chapter on Bayesian methods
  • Complete revision of the chapter on estimation
  • A major example from the field of near infrared spectroscopy
  • More emphasis on cross-validation
  • Greater focus on bootstrapping
  • Stochastic algorithms for finding good subsets from large numbers of predictors when an exhaustive search is not feasible
  • Software available on the Internet for implementing many of the algorithms presented
  • More examples

    Subset Selection in Regression, Second Edition remains dedicated to the techniques for fitting and choosing models that are linear in their parameters and to understanding and correcting the bias introduced by selecting a model that fits only slightly better than others. The presentation is clear, concise, and belongs on the shelf of anyone researching, using, or teaching subset selecting techniques.
  • Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

    À propos de l?auteur

    Miller, Alan

    Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

    Autres éditions populaires du même titre

    9780412353802: Subset Selection in Regression

    Edition présentée

    ISBN 10 :  0412353806 ISBN 13 :  9780412353802
    Editeur : Chapman & Hall/CRC, 1990
    Couverture rigide