Modelselection.pptVIP

Model selection Stepwise regression Statement of problem A common problem is that there is a large set of candidate predictor variables. (Note: The examples herein are really not that large.) Goal is to choose a small subset from the larger set so that the resulting regression model is simple, yet have good predictive ability. Example: Cement data Response y: heat evolved in calories during hardening of cement on a per gram basis Predictor x1: % of tricalcium aluminate Predictor x2: % of tricalcium silicate Predictor x3: % of tetracalcium alumino ferrite Predictor x4: % of dicalcium silicate