We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...
The first step in conducting a regression-based study is to specify a model. In real applications, this is usually the most challenging step - deciding which variables “belong” in the model and which ...
This is a preview. Log in through your library . Abstract In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric ...