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Re: Re: Multiple regression best subset

• To: mathgroup at smc.vnet.net
• Subject: [mg55641] Re: [mg55630] Re: Multiple regression best subset
• From: Ian Roberts <mathgroup at quantica.com.au>
• Date: Fri, 1 Apr 2005 05:36:12 -0500 (EST)
• References: <d2dobj$ljj$1@smc.vnet.net> <200503310625.BAA15246@smc.vnet.net>
• Sender: owner-wri-mathgroup at wolfram.com

I check every possible subset. I presume XLMiner does the same as it 
describes the option as Exhaustive Search and does offer other options 
which are faster but not guaranteed to find the "best". I get the same 
results as they do but it's much much slower.
Ian.

Frank Iannarilli wrote:

>Is your "exhaustive" search fully enumerative, in that you explicitly
>check on every possible combination/subset?  Or do you use implicit
>enumeration (via branch-and-bound/A-star), which is what the XLMiner
>may likely do?
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