Subset Selection in Regression (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) - Softcover

Miller, Alan

Softcover

ISBN 10: 036739622X ISBN 13: 9780367396220

Publisher: Chapman and Hall/CRC, 2019

Synopsis

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.

About this title

About the Author

Miller, Alan

From the Back Cover

Originally published in 1990, Subset Selection in Regression filled a gap in the literature, and its critical and popular success endured for more than a decade. The second edition continues that tradition and 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. The author thoroughly updated each chapter, added material that reflects recent developments in theory and methods, and included more examples and references. The presentation is clear, concise, and as the Journal of the American Statistical Association reported about the first edition, goes "straight to the guts of a complex problem."

Edition details

• Publisher: Chapman and Hall/CRC
• Publication date: 2019
• Language: English
• ISBN 10: 036739622X
• ISBN 13: 9780367396220
• Binding: Paperback
• Edition number: 2
• Number of pages: 256