Subset Selection in Regression

By: Alan Miller

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Hardcover | 15 April 2002 | Edition Number 2

At a Glance

Hardcover
284 Pages

Edition Type
New edition

Dimensions(cm)
22.86 x 15.24 x 1.75

Hardcover

$725.75

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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.

Industry Reviews

"Overall, this is a fine volume and should be in the possession of all involved in the business of linear regression analysis." -Zentralblatt f]r Mathematik "Miller is to be commended for pulling together a lot of literature...and going straight to the guts of a complex problem. The book is essential reading for anyone doing or pondering research in this area. I also recommend it highly to anyone teaching regression" -Journal of the American Statistical Association

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