Abstract

Dr. Yasser A Yakout Shehata
A Randomisation Method to Control the Type I Error Rates in Best Subset Regression
A randomisation method for the assessment of statistical significance for best subsets regression is given. The procedure takes into account the number of potential predictors and the inter-dependence between predictors. The approach corrects a non-trivial problem with Type I errors and can be used to assess individual variable significance.