On the reliable and flexible solution of practical subset regression problemsA new algorithm for solving subset regression problems is described. The algorithm performs a QR decomposition with a new column-pivoting strategy, which permits subset selection directly from the originally defined regression parameters. This, in combination with a number of extensions of the new technique, makes the method a very flexible tool for analyzing subset regression problems in which the parameters have a physical meaning.
Document ID
19880040151
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Verhaegen, M. (NASA Ames Research Center Moffett Field, CA, United States)