Selection of variables in linear regression: a decision problem.

José D. Bermúdez

Trabajos de Estadística (1986)

  • Volume: 1, Issue: 1, page 3-16
  • ISSN: 0213-8190


A general structure for the problem of selection of variables in regression is proposed using the decision theory framework. In particular, some results for the choice of the best linear normal homocedastic model are obtained when the main purpose is either to specify the predictive distribution over the response variable or to obtain a point estimate of it. A comparison of our results with the most widespread classical ones is presented.

How to cite


Bermúdez, José D.. "Elección de variables en regresión lineal: un problema de decisión.." Trabajos de Estadística 1.1 (1986): 3-16. <>.

author = {Bermúdez, José D.},
journal = {Trabajos de Estadística},
keywords = {Regresión lineal; Teoría de la decisión; Selección; Variables},
language = {spa},
number = {1},
pages = {3-16},
title = {Elección de variables en regresión lineal: un problema de decisión.},
url = {},
volume = {1},
year = {1986},

AU - Bermúdez, José D.
TI - Elección de variables en regresión lineal: un problema de decisión.
JO - Trabajos de Estadística
PY - 1986
VL - 1
IS - 1
SP - 3
EP - 16
LA - spa
KW - Regresión lineal; Teoría de la decisión; Selección; Variables
UR -
ER -

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