高等学校化学学报 ›› 2000, Vol. 21 ›› Issue (S1): 35.

• Analytical Sciences • 上一篇    下一篇

The New Method of Variable Selection

ZHUEr-Yi, ZHUANG Zhi-Xia   

  1. Department of Chemistry, The Key laboratory of Analytical Science of MOE, Xiamen University, Xiamen 361005
  • 出版日期:2000-12-31 发布日期:2000-12-31

The New Method of Variable Selection

ZHUEr-Yi, ZHUANG Zhi-Xia   

  1. Department of Chemistry, The Key laboratory of Analytical Science of MOE, Xiamen University, Xiamen 361005
  • Online:2000-12-31 Published:2000-12-31

摘要:

The selection of variables is very important in order to build the best predictive model. The common variable selection methods are mainly the stepwise regression and all possibility regression method. The stepwise regression can not found the best model usually when establishing the predictive model[1], especially when dealing with an overfitting data. The all possibility regression needs the great calculating quantity and is time-consuming. If the quantity of independent variables is n, the quantities of all possible models are 2n. So if n>10 the calculation can not be done by an ordinary computer.

Abstract:

The selection of variables is very important in order to build the best predictive model. The common variable selection methods are mainly the stepwise regression and all possibility regression method. The stepwise regression can not found the best model usually when establishing the predictive model[1], especially when dealing with an overfitting data. The all possibility regression needs the great calculating quantity and is time-consuming. If the quantity of independent variables is n, the quantities of all possible models are 2n. So if n>10 the calculation can not be done by an ordinary computer.

TrendMD: