Statistics Papers

Document Type

Journal Article

Date of this Version

2000

Publication Source

Journal of the American Statistical Association

Volume

95

Issue

452

Start Page

1304

Last Page

1308

DOI

10.1080/01621459.2000.10474336

Abstract

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.

Copyright/Permission Statement

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.

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Date Posted: 27 November 2017