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Subset Selection in Regression (Paperback, 2nd edition)
Loot Price: R1,957
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Subset Selection in Regression (Paperback, 2nd edition)
Series: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Expected to ship within 12 - 17 working days
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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.
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