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Subset Selection in Regression by Alan Miller at Abbey's Bookshop,
Subset Selection in Regression
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Alan Miller

Subset Selection in Regression

Alan Miller

$131

Paperback

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English
Chapman & Hall/CRC
05 September 2019
Probability & statistics; Computer science
Series: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
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 has thoroughly updated each chapter, incorporated new material on recent developments, and included more examples and references.

New in the Second Edition:

A separate chapter on Bayesian methods

Complete revision of the chapter on estimation

A major example from the field of near infrared spectroscopy

More emphasis on cross-validation

Greater focus on bootstrapping

Stochastic algorithms for finding good subsets from large numbers of predictors when an exhaustive search is not feasible

Software available on the Internet for implementing many of the algorithms presented

More examples

Subset Selection in Regression, Second Edition remains dedicated to the techniques for fitting and choosing models that are linear in their parameters and to understanding and correcting the bias introduced by selecting a model that fits only slightly better than others. The presentation is clear, concise, and belongs on the shelf of anyone researching, using, or teaching subset selecting techniques.
By:  
Imprint:   Chapman & Hall/CRC
Country of Publication:   United Kingdom
Edition:   2nd edition
Dimensions:   Height: 229mm,  Width: 152mm, 
Weight:   453g
ISBN:   9780367396220
ISBN 10:   036739622X
Series:   Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Pages:   256
Publication Date:  
Audience:   College/higher education ,  General/trade ,  Primary ,  ELT Advanced
Format:   Paperback
Publisher's Status:   Active
Introduction. Least-Squares Computations. Finding Subsets which Fit Well. Hypothesis Testing. How Many Variables? Estimation after Model Selection. Bayesian Methods. Conclusions.

Miller, Alan

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