Some alternative methods to stepwise regression for the screening of variables.
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Authors
Lambell, Dennis George
Subjects
principle component analysis
stepwise regression
total enumeration
multiple correlation coefficient
stepwise regression
total enumeration
multiple correlation coefficient
Advisors
Read, R.R.
Date of Issue
1974-12
Date
December 1974
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
This paper addresses the problem of screening potential
variables for entrance in a linear multiple regression setting.
The purpose of the work presented here is to propose
two screening methods, both of which have roots in principle
component analysis, and which evaluate a combination of
variables in an efficient enough manner so that enumeration
of all combinations is feasible even when the number of potential
variables is quite large. Using the square of the
multiple correlation coefficient as the criterion, the selections
made by these methods in several test cases are
evaluated, and compared with the selections made by the
methods of total enumeration and stepwise regression. The
paper concludes with overall evaluations of the two methods
and suggests directions for further study.
Type
Thesis
Description
Series/Report No
Department
Operations Research and Administrative Sciences
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.