Abstract
This paper describes an algorithm for determining the best subset of k variables in regression problems using any LP-norm with 1≤p<∞. The procedure is based on partial enumeration. It also makes a suggestion for finding the equation with least prediction error.
Original language | English |
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Pages (from-to) | 128-134 |
Number of pages | 7 |
Journal | Statistische Hefte |
Volume | 22 |
Issue number | 2 |
DOIs | |
State | Published - Jun 1964 |