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MathGroup Archive 2005

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Re: Multiple regression best subset

  • To: mathgroup at
  • Subject: [mg55630] Re: Multiple regression best subset
  • From: "Frank Iannarilli" <frankeye at>
  • Date: Thu, 31 Mar 2005 01:25:28 -0500 (EST)
  • References: <d2dobj$ljj$>
  • Sender: owner-wri-mathgroup at

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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