The Variable Selection Problem

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dc.contributor.authorGeorge, Edward I
dc.date2023-05-17T15:00:13.000
dc.date.accessioned2023-05-23T03:37:08Z
dc.date.available2023-05-23T03:37:08Z
dc.date.issued2000-01-01
dc.date.submitted2016-07-14T09:43:28-07:00
dc.description.abstractThe problem of variable selection is one of the most pervasive model selection problems in statistical applications. Often referred to as the problem of subset selection, it arises when one wants to model the relationship between a variable of interest and a subset of potential explanatory variables or predictors, but there is uncertainty about which subset to use. This vignette reviews some of the key developments that have led to the wide variety of approaches for this problem.
dc.identifier.urihttps://repository.upenn.edu/handle/20.500.14332/47905
dc.legacy.articleid1087
dc.legacy.fields10.1080/01621459.2000.10474336
dc.legacy.fulltexturlhttps://repository.upenn.edu/cgi/viewcontent.cgi?article=1087&context=statistics_papers&unstamped=1
dc.rightsThis is an Accepted Manuscript of an article published by Taylor & Francis in Journal of the American Statistical Association on 17 Feb 2012, available online: http://wwww.tandfonline.com/10.1080/01621459.2000.10474336.
dc.source.beginpage1304
dc.source.endpage1308
dc.source.issue510
dc.source.issue452
dc.source.journalStatistics Papers
dc.source.journaltitleJournal of the American Statistical Association
dc.source.statuspublished
dc.source.volume95
dc.subject.otherStatistics and Probability
dc.titleThe Variable Selection Problem
dc.typeArticle
digcom.contributor.authorGeorge, Edward I
digcom.identifierstatistics_papers/510
digcom.identifier.contextkey8833818
digcom.identifier.submissionpathstatistics_papers/510
digcom.typearticle
dspace.entity.typePublication
upenn.schoolDepartmentCenterStatistics Papers
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