Better subset regression using the nonnegative garrote

Keywords

Regression, Ridge, Mathematics, Selection (genetic algorithm), Regression analysis

References

• Prediction error and its estimation for subset-selected modelsEllen B. Roecker — 1991
• A Simulation of Biased Estimation and Subset Selection Regression TechniquesRoger W. Hoerl, John H. Schuenemeyer, Arthur E. Hoerl — 1986
• A Critique of Some Ridge Regression MethodsGary Smith, Frank W. Campbell — 1980
• FLEXIBLE PARSIMONIOUS SMOOTHING AND ADDITIVE MODELINGJerome H. Friedman, Bernard W. Silverman — 1989
• Estimating Optimal Transformations for Multiple Regression and Correlation.Leo Breiman, Jerome H. Friedman — 1985
• Exploring Partial Residual PlotsR. Dennis Cook — 1993
• Solving least squares problemsC. L. Lawson, Richard Hanson — 1976
• A Statistical View of Some Chemometrics Regression Toolslldiko E. Frank, Jerome H. Friedman — 1993
• Regression Estimators: A Comparative StudyJ. Angus — 1990
• The Little Bootstrap and other Methods for Dimensionality Selection in Regression: X-Fixed Prediction ErrorLeo Breiman — 1992
• Submodel selection and evaluation in regression. The X-random caseLeo Breiman, Philip C. Spector — 1992
• Regression Shrinkage and Selection via the LassoRobert Tibshirani — 1996
• Model Selection Via Multifold Cross ValidationPing Zhang — 1993
• [Flexible Parsimonious Smoothing and Additive Modeling]: DiscussionTrevor Hastie — 1989
• Subset Selection in RegressionAnthony C. Atkinson, Tony Miller — 1992
• [A Statistical View of Some Chemometrics Regression Tools]: ResponseIldiko E. Frank, Jerome H. Friedman — 1993
• [A Statistical View of Some Chemometrics Regression Tools]: DiscussionTrevor Hastie, Colin L. Mallows — 1993
• Fitting Equations to Data.Toby J. Mitchell, Cuthbert Daniel, Fred S. Wood — 1973
• Subset Selection in RegressionGillian Raab, Tony Miller — 1991

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