Abstract
Abstract The problem of variable selection is one of the most pervasive model selection problems in statistical applications. Often referred to as the problem of subset selection, it arises when one wants to model the relationship between a variable of interest and a subset of potential explanatory variables or predictors, but there is uncertainty about which subset to use. This vignette reviews some of the key developments that have led to the wide variety of approaches for this problem.
Keywords
Selection (genetic algorithm)Variable (mathematics)MathematicsFeature selectionComputer scienceStatisticsArtificial intelligence
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Publication Info
- Year
- 2000
- Type
- article
- Volume
- 95
- Issue
- 452
- Pages
- 1304-1308
- Citations
- 336
- Access
- Closed
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Cite This
Edward I. George
(2000).
The Variable Selection Problem.
Journal of the American Statistical Association
, 95
(452)
, 1304-1308.
https://doi.org/10.1080/01621459.2000.10474336
Identifiers
- DOI
- 10.1080/01621459.2000.10474336