Date of this Version
Journal of the American Statistical Association
The 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.
This 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.
George, E. I. (2000). The Variable Selection Problem. Journal of the American Statistical Association, 95 (452), 1304-1308. http://dx.doi.org/10.1080/01621459.2000.10474336
Date Posted: 27 November 2017