Multiple linear regression;
Variable selection;
Relative importance;
DUPLEX;
SPSS;
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摘要:
We provide an SPSS program that implements currently recommended techniques and recent developments for selecting variables in multiple linear regression analysis via the relative importance of predictors. The approach consists of: (1) optimally splitting the data for cross-validation, (2) selecting the final set of predictors to be retained in the equation regression, and (3) assessing the behavior of the chosen model using standard indices and procedures. The SPSS syntax, a short manual, and data files related to this article are available as supplemental materials from brm.psychonomic-journals.org/content/supplemental.
机构:
Univ Stellenbosch, Dept Stat & Actuarial Sci, ZA-7600 Matieland, South AfricaUniv Stellenbosch, Dept Stat & Actuarial Sci, ZA-7600 Matieland, South Africa
Steel, S. J.
Uys, D. W.
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机构:
Univ Stellenbosch, Dept Stat & Actuarial Sci, ZA-7600 Matieland, South AfricaUniv Stellenbosch, Dept Stat & Actuarial Sci, ZA-7600 Matieland, South Africa
机构:
DemandTec Inc, San Carlos, CA 94070 USADemandTec Inc, San Carlos, CA 94070 USA
Cai, Airong
Tsay, Ruey S.
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机构:
Univ Chicago, Booth Sch Business, Chicago, IL 60637 USADemandTec Inc, San Carlos, CA 94070 USA
Tsay, Ruey S.
Chen, Rong
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机构:
Rutgers State Univ, Dept Stat & Biostat, Piscataway, NJ 08854 USA
Peking Univ, Dept Business Stat & Econometr, Beijing 100871, Peoples R ChinaDemandTec Inc, San Carlos, CA 94070 USA