The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Sur la sélection de variables en régression multiple : une mise au point

C. Pardoux

Cahiers du Bureau universitaire de recherche opérationnelle Série Recherche (1982)

  • Volume: 39-40, page 101-133
  • ISSN: 0078-950X

How to cite

top

Pardoux, C.. "Sur la sélection de variables en régression multiple : une mise au point." Cahiers du Bureau universitaire de recherche opérationnelle Série Recherche 39-40 (1982): 101-133. <http://eudml.org/doc/272718>.

@article{Pardoux1982,
author = {Pardoux, C.},
journal = {Cahiers du Bureau universitaire de recherche opérationnelle Série Recherche},
language = {fre},
pages = {101-133},
publisher = {Institut Henri Poincaré - Institut de Statistique de l'Université de Paris},
title = {Sur la sélection de variables en régression multiple : une mise au point},
url = {http://eudml.org/doc/272718},
volume = {39-40},
year = {1982},
}

TY - JOUR
AU - Pardoux, C.
TI - Sur la sélection de variables en régression multiple : une mise au point
JO - Cahiers du Bureau universitaire de recherche opérationnelle Série Recherche
PY - 1982
PB - Institut Henri Poincaré - Institut de Statistique de l'Université de Paris
VL - 39-40
SP - 101
EP - 133
LA - fre
UR - http://eudml.org/doc/272718
ER -

References

top
  1. [1] M.A. Aitkin (1974) : Simultaneous inference and the choice of variable subsets in multiple regression. Technometrics16, 221-228. Zbl0282.62058MR343480
  2. [2] D.M. Allen (1971) : Mean Square Error of Prediction as a criterion for selecting variables. Technometrics13, 469-475. Zbl0219.62013
  3. [3] D.M. Allen (1974) : The relationship between variable selection and data augmentation and a method for prediction. Technometrics16, 125-7. Zbl0286.62044MR343481
  4. [4] A.J. Barr, J.H. Goodnight, J.P. Sall et J.T. Hellwig (1979) : A user's guide to SAS. Raleigh, North Carolina : SAS institute. 
  5. [5] E.M.L. Beale (1970) : A note on procedures for variable selection in multiple regression. Technometrics12, 909-14 
  6. [6] K.N. Berk (1978) : Comparing subset regression procedures. Technometrics20, 1-6. Zbl0371.62095
  7. [7] J. Brenot, P. Cazes, N. Lacourly (1975) : Pratique de la régression : qualité et protection. Cahiers du B.U.R.O. n° 23 MR415904
  8. [8] F. Cailliez, J.P. Pages (1976) : Introduction à l'analyse des données. SMASH 
  9. [9] A.P. Dempster, M. Schafzoff et N. Wermuth (1977) : A simulation study of alternatives to ordinary least squares. JASA72, 77-9. Zbl0366.62086
  10. [10] G. Derflinger, H. stappler (1976) : A correct test for the stepwise regression analysis. 76COMPSTAT2, 131-138. Zbl0365.62066
  11. [11] G. Diehr et D.R. Hoflin (1974) : Approximating the distribution of the sample R2 in best subset regressions. Technometrics16, 317-20. Zbl0282.62006MR345388
  12. [12] W.J. Dixon, M.B. Brown (1981) : BMDP Biomedical Computer Programs. Statistical software. Berkeley : University of California Press. 
  13. [13] N.R. Draper, I. Guttman, H. Kanemasu (1971) : The distribution of certain regression statistics. Biometrika58, 295-8. Zbl0226.62065MR405732
  14. [14] N.R. Draper, H. Smith (1966) : Applied regression analysis. Wiley, New-York. Zbl0158.17101MR211537
  15. [15] M.A. Efroymson (1960) : Multiple regression analysis ; dans RALSTON-WILF : Mathematical methods for digital computers, Wiley, New-York. MR117923
  16. [16] A.B. Forsythe, L. Engelman, R. Jennrich (1973) : A stopping rule for variable selection in multiple rearession. JASA68, 75-7. Zbl0259.62058
  17. [17] G.M. Furnival, R.W. Jr. Wilson (1974) : Regressions by leaps and bounds. Technometrics16, 499-512. Zbl0294.62079
  18. [18] J.W. Gorman, R.J. Toman (1966) : Selection of variables for fitting equations to data. Technometrics8, 27-51. 
  19. [19] R.F. Gunst et R.L. Mason (1977) : Advantages of examining multicollinearities in regression analysis. Biometrics33, 249-60. Zbl0347.62046
  20. [20] T. Haga, T. Okuno (1976) : Selection of variables in multiple regression analysis. Lecture note in mathematics550, 713-722. Zbl0404.62039MR433737
  21. [21] D.M. Hawkins, W.J.R. Epeltt (1982) : The Cholesky factorization of the inverse correlation or covariance matrix in multiple regression. Technometrics24, 191-8. Zbl0498.62057
  22. [22] R.R. Hocking (1972) : Criteria for selection of a subset regression : which one should be used ? Technometrics14, 967-970. 
  23. [23] R.R. Hocking (1976) : The analysis and selection of variables in linear regression. Biometrics32, 1-49. Zbl0328.62042MR398008
  24. [24] L.R. Lamotte (1978) : Bayes linear estimators. Technometrics29, 281-90. Zbl0399.62070MR512538
  25. [25] G.P. McCabe (1978) : Evaluation of regression coefficient estimates using α -acceptability. Technometrics20, 131-9. Zbl0432.62046MR518955
  26. [26] C.C. McDonald et R.C. Schwing (1973) : Instabilities of regression estimates relating air pollution to mortality. Technometrics15, 463-481. 
  27. [27] R.J. McKay (1979) : The adequacy of variable subsets in multivariate regression. Technometrics21, 475-479. 
  28. [28] C.L. Mallows (1973) : Some comments on Cp. Technometrics15, 661-75. Zbl0269.62061
  29. [29] E.R. Mansfield, J.T. Webstep et R.F. Gunst (1977) : An analytic variable selection technique for principal component regression. Applied statistics26, 34-40. MR653481
  30. [30] S.C. Narula et J.F. Wellington (1977) : Prediction, linear regression and the minimum sum of relatives errors. Technometrics19, 185-190. Zbl0377.62054
  31. [31] H.H. Nie, C.H. Hull, J.O. Jenkins, J. Steinbrenner et D.H. Bent (1978): SPSS, Statistical Package for the Social Science, Second Edition, New-York : McCraw-Hill. 
  32. [32] P.N. Peduzzi, R.J. Hardy et T.R. Holford (1980) : A stepwise variable selection procedure for nonlinear regression models. Biometrics36, 511-16. Zbl0442.62049
  33. [33] P.T. Pope, J.T. Webster (1972) : The use of an F-statistic in stepwise regression procedures. Technometrics14, 327-40. Zbl0264.62029
  34. [34] A.C. Rencher et F.C. Pun (1980) : Inflation of R2 in best subset regression. Technometrics22, 49-53. Zbl0438.62058
  35. [35] T. Sawa (1978) : Information criteria for discriminating among alternative regression models. Econometrica46, 1273-91. Zbl0393.62025MR513693
  36. [36] E. Spjotvoll (1977) : Alternatives to plotting Cp in multiple regression. Biometrika64, 1-8. Zbl0357.62046
  37. [37] D. Sprevak (1976) : Statistical properties of estimates of linear models. Technometrics18, 283-9. Zbl0342.62033
  38. [38] J. Ulmo (1971) : Problèmes et programmes de régression. R.S.A.19, 27-39. MR347012
  39. [39] S. Weisberg (1981) : A statistic for allocating Cp to individual cases. Technometrics23, 27-31 MR604907
  40. [40] L. Wilkinson, G.E. Dallal (1981) : Tests of significance in forward selection regression with an F-to-enter stopping rule. Technometrics23, 377-380. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.