Forward Regression in R: From The Extreme Slow to the Extreme Fast

Journal of Data Science

article

Michail Tsagris¹  Manos Papadakis¹ 

[1] Department of Computer Science, University of Crete

关键词: forward regression;    partial correlation coefficient;    computational efficiency;   

DOI  :  10.6339/JDS.201810_16(4).00006

学科分类：土木及结构工程学

来源: JDS

【 摘 要 】

Forward regression has been criticised heavily and one of the many reasons is regarding its speed and its stopping criteria. The main focus of this paper is on demonstrating how to make it efficient, using R. Our method worksfor continuous predictor variables only, as the use of the partial correlation plays the most important role.

【 授权许可】

CC BY