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? > > > > > >