best regression using information criteria（使用信息条件最好的回归）.docVIP

“Best Regression” Using Information Criteria Phill Gagne C. Mitchell Dayton University of Maryland 1. Introduction Statement of Problem Exploratory model building is often used within the context of multiple regression (MR) analysis. As noted by Draper Smith (1998), these undertakings are usually motivated by the contradictory goals of maximizing predictive efficiency and minimizing data collection/monitoring costs. A popular compromise has been to adopt some strategy for selecting a “best” subset of predictors. Many different definitions of “best” can be found in the applied literature in