Additional Topics in Regression: Variable Selection and Collinearity
Suppose we have a set of variables y, x 1, ..., x s and observations on these variables y i , x i1, x i2, ..., x is , i = 1, ..., n. We want to identify which of the independent variables, x j , are important for a regression on y. There are several methods available for doing this.
KeywordsVariable Selection Design Matrix Ridge Regression Principal Component Regression Additional Topic
Unable to display preview. Download preview PDF.