Subset Selection in Poisson Regression
In this article, we propose a criterion for subset selection in Poisson regression called Dp 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.
AMS Subject Classification62J12
Key-wordsDeviance Poisson regression Stepwise procedure Subset selection
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