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A randomization method to control the type I error rates in best subset regression

Journal of Modern Applied Statistical Methods, ISSN: 1538-9472, Vol: 7, Issue: 2, Page: 398-407
2008
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Article Description

A randomization method for the assessment of statistical significance for best subsets regression is given. The procedure takes into account the number of potential predictors and the inter-dependence between predictors. The approach corrects a non-trivial problem with Type I errors and can be used to assess individual variable significance. © 2008 JMASM, Inc.

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