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 |
|---|---|
| Pages (from-to) | 128-134 |
| Number of pages | 7 |
| Journal | Statistische Hefte |
| Volume | 22 |
| Issue number | 2 |
| DOIs | |
| State | Published - Jun 1964 |