
Subset Selection in Regression
Alan Miller(Author)
Chapman & Hall/CRC (Publisher)
2nd Edition
Published on 15. April 2002
Book
Hardback
256 pages
978-1-58488-171-1 (ISBN)
Description
Originally published in 1990, the first edition of Subset Selection in Regression filled a significant gap in the literature, and its critical and popular success has continued for more than a decade. Thoroughly revised to reflect progress in theory, methods, and computing power, the second edition promises to continue that tradition. The author has thoroughly updated each chapter, incorporated new material on recent developments, and included more examples and references.
New in the Second Edition:
A separate chapter on Bayesian methods
Complete revision of the chapter on estimation
A major example from the field of near infrared spectroscopy
More emphasis on cross-validation
Greater focus on bootstrapping
Stochastic algorithms for finding good subsets from large numbers of predictors when an exhaustive search is not feasible
Software available on the Internet for implementing many of the algorithms presented
More examples
Subset Selection in Regression, Second Edition remains dedicated to the techniques for fitting and choosing models that are linear in their parameters and to understanding and correcting the bias introduced by selecting a model that fits only slightly better than others. The presentation is clear, concise, and belongs on the shelf of anyone researching, using, or teaching subset selecting techniques.
New in the Second Edition:
A separate chapter on Bayesian methods
Complete revision of the chapter on estimation
A major example from the field of near infrared spectroscopy
More emphasis on cross-validation
Greater focus on bootstrapping
Stochastic algorithms for finding good subsets from large numbers of predictors when an exhaustive search is not feasible
Software available on the Internet for implementing many of the algorithms presented
More examples
Subset Selection in Regression, Second Edition remains dedicated to the techniques for fitting and choosing models that are linear in their parameters and to understanding and correcting the bias introduced by selecting a model that fits only slightly better than others. The presentation is clear, concise, and belongs on the shelf of anyone researching, using, or teaching subset selecting techniques.
More details
Series
Edition
2nd edition
Language
English
Place of publication
Oxford
United States
Publishing group
Taylor & Francis Inc
Target group
College/higher education
Professional and scholarly
Data analysts and applied statisticians, working in biology, medicine, economics, environmental science, social science, and the physical sciences
Illustrations
19 s/w Abbildungen
19 Illustrations, black and white
Dimensions
Height: 235 mm
Width: 157 mm
Thickness: 20 mm
Weight
566 gr
ISBN-13
978-1-58488-171-1 (9781584881711)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

Alan Miller
Subset Selection in Regression
Book
09/2019
2nd Edition
Chapman & Hall/CRC
€96.00
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Alan Miller
Subset Selection in Regression
E-Book
04/2002
2nd Edition
Chapman & Hall/CRC
€89.49
Available for download
Previous edition
Alan Miller
Subset Selection in Regression
Book
05/1990
1st Edition
Chapman & Hall/CRC
€58.17
Article exhausted; check for reprint
Person
Miller, Alan
Content
Introduction. Least-Squares Computations. Finding Subsets which Fit Well. Hypothesis Testing. How Many Variables? Estimation after Model Selection. Bayesian Methods. Conclusions.