Abstract
This paper describes several algorithms for computing the residual sums of squares for all possible regressions with what appears to be a minimum of arithmetic (less than six floating-point operations per regression) and shows how two of these algorithms can be combined to form a simple leap and bolmd technique for finding the best subsets without examining all possible subsets. The resldt is a reduction of several orders of magnitude in the nllmber of operations reqllired to find the best subsets.
Keywords
LEAPSResidualMathematicsSimple (philosophy)RegressionReduction (mathematics)Point (geometry)Ordinary least squaresAlgorithmStatisticsArithmetic
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Publication Info
- Year
- 1974
- Type
- article
- Volume
- 16
- Issue
- 4
- Pages
- 499-511
- Citations
- 607
- Access
- Closed
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Cite This
George M. Furnival,
Robert W. Wilson
(1974).
Regressions by Leaps and Bounds.
Technometrics
, 16
(4)
, 499-511.
https://doi.org/10.1080/00401706.1974.10489231
Identifiers
- DOI
- 10.1080/00401706.1974.10489231