Abstract
A randomization method for the assessment of statistical significance for best subsets regression is given. The procedure takes into account the number of potential predictors and the inter-dependence between predictors. The approach corrects a non-trivial problem with Type I errors and can be used to assess individual variable significance.
DOI
10.22237/jmasm/1225512240
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
