A branch and bound algorithm for computing the best subset regression models
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 294.
Date of creation: 01 Jul 2002
Date of revision:
model selection; least-squares; QR decomposition; branch and bound;
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- C0 - Mathematical and Quantitative Methods - - General
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- Andreas Alfons & Wolfgang Baaske & Peter Filzmoser & Wolfgang Mader & Roland Wieser, 2011. "Robust variable selection with application to quality of life research," Statistical Methods and Applications, Springer, vol. 20(1), pages 65-82, March.
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