Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.14279/19427
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Hofmann, Marc | - |
dc.contributor.author | Gatu, Cristian | - |
dc.contributor.author | Kontoghiorghes, Erricos John | - |
dc.contributor.author | Colubi, Ana | - |
dc.contributor.author | Zeileis, Achim | - |
dc.date.accessioned | 2020-11-18T09:49:41Z | - |
dc.date.available | 2020-11-18T09:49:41Z | - |
dc.date.issued | 2020-04 | - |
dc.identifier.citation | Journal of Statistical Software, 2020, vol. 93, no. 3 | en_US |
dc.identifier.issn | 15487660 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.14279/19427 | - |
dc.description.abstract | An R package for computing the all-subsets regression problem is presented. The proposed algorithms are based on computational strategies recently developed. A novel algorithm for the best-subset regression problem selects subset models based on a pre-determined criterion. The package user can choose from exact and from approximation algorithms. The core of the package is written in C++ and provides an efficient implementation of all the underlying numerical computations. A case study and benchmark results illustrate the usage and the computational efficiency of the package. | en_US |
dc.format | en_US | |
dc.language.iso | en | en_US |
dc.relation.ispartof | Journal of Statistical Software | en_US |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 International | en_US |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Best-subset regression | en_US |
dc.subject | Linear regression | en_US |
dc.subject | Model selection | en_US |
dc.subject | R | en_US |
dc.subject | Variable selection | en_US |
dc.title | lmSubsets: Exact Variable-Subset Selection in Linear Regression for R | en_US |
dc.type | Article | en_US |
dc.collaboration | University of Oviedo | en_US |
dc.collaboration | Cyprus University of Technology | en_US |
dc.collaboration | University of Iasi | en_US |
dc.collaboration | University of London | en_US |
dc.collaboration | Universität Innsbruck | en_US |
dc.subject.category | Mathematics | en_US |
dc.journals | Open Access | en_US |
dc.country | Cyprus | en_US |
dc.country | Romania | en_US |
dc.country | United Kingdom | en_US |
dc.country | Germany | en_US |
dc.country | Austria | en_US |
dc.subject.field | Natural Sciences | en_US |
dc.publication | Peer Reviewed | en_US |
dc.identifier.doi | 10.18637/jss.v093.i03 | en_US |
dc.relation.issue | 3 | en_US |
dc.relation.volume | 93 | en_US |
cut.common.academicyear | 2020-2021 | en_US |
item.openairetype | article | - |
item.cerifentitytype | Publications | - |
item.fulltext | With Fulltext | - |
item.grantfulltext | open | - |
item.openairecristype | http://purl.org/coar/resource_type/c_6501 | - |
item.languageiso639-1 | en | - |
crisitem.author.dept | Department of Finance, Accounting and Management Science | - |
crisitem.author.faculty | Faculty of Tourism Management, Hospitality and Entrepreneurship | - |
crisitem.author.orcid | 0000-0001-9704-9510 | - |
crisitem.author.parentorg | Faculty of Management and Economics | - |
crisitem.journal.journalissn | 1548-7660 | - |
crisitem.journal.publisher | University of California Press | - |
Appears in Collections: | Άρθρα/Articles |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
v93i03.pdf | Fulltext | 512.66 kB | Adobe PDF | View/Open |
lmSubsets_0.5.tar.gz | Supplement | 1.08 MB | Unknown | View/Open |
v93i03-replication.zip | Supplement | 422.65 kB | Unknown | View/Open |
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