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Comparison of subset selection methods in linear regression in the context of health-related quality of life and substance abuse in Russia

BACKGROUND: Automatic stepwise subset selection methods in linear regression often perform poorly, both in terms of variable selection and estimation of coefficients and standard errors, especially when number of independent variables is large and multicollinearity is present. Yet, stepwise algorith...

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Detalles Bibliográficos
Autores principales: Morozova, Olga, Levina, Olga, Uusküla, Anneli, Heimer, Robert
Formato: Online Artículo Texto
Lenguaje:English
Publicado: BioMed Central 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4553217/
https://www.ncbi.nlm.nih.gov/pubmed/26319135
http://dx.doi.org/10.1186/s12874-015-0066-2