| Article ID: | iaor20011597 |
| Country: | Cuba |
| Volume: | 21 |
| Issue: | 3 |
| Start Page Number: | 211 |
| End Page Number: | 217 |
| Publication Date: | Sep 2000 |
| Journal: | Revista de Investigacin Operacional |
| Authors: | Estrada Jess Lpez, Linares Gladys, Mederos Mara Victoria |
The polemical problem of variable selection has originated different procedures when seeking for the regression equation that best fits the data with minimum number of parameters. In this paper a new procedure for variable selection is proposed, which combines the restricted RRQR algorithm with the statistical criterion of Mallows for model selection. Two applications illustrate the advantages of this procedure.