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Variable selection in multivariate linear regression with random predictors

Alban Mbina Mbina et al.

South African Statistical Journal2023https://doi.org/10.37920/sasj.2023.57.1.3article
ABDC B
Weight
0.43

What the paper says

We propose a method for variable selection in multivariate regression with random predictors. This method is based on a criterion that permits to reduce the variable selection problem to a problem of estimating a suitable set. Then, an estimator for this set is proposed and the resulting method for selecting variables is shown to be consistent. A simulation study that permits to study several properties of the proposed approach and to compare it with existing methods is given.

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https://doi.org/https://doi.org/10.37920/sasj.2023.57.1.3

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@article{alban2023,
  title        = {{Variable selection in multivariate linear regression with random predictors}},
  author       = {Alban Mbina Mbina et al.},
  journal      = {South African Statistical Journal},
  year         = {2023},
  doi          = {https://doi.org/https://doi.org/10.37920/sasj.2023.57.1.3},
}

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Variable selection in multivariate linear regression with random predictors

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Evidence weight

0.43

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.22 × 0.4 = 0.09
M · momentum0.80 × 0.15 = 0.12
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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