ABSTRACT

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 ha

chapter 1|10 pages

Objectives

chapter 2|26 pages

Least-squares computations

chapter 3|52 pages

Finding subsets which fit well

chapter 4|22 pages

Hypothesis testing

chapter 5|54 pages

When to stop?

chapter 6|36 pages

Estimation of regression coefficients

chapter 7|16 pages

Bayesian subset selection

chapter 8|6 pages

Conclusions and some recommendations