期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2008
卷号：7
期号：2
页码：5
出版社：Wayne State University
摘要：A randomization method for the assessment of statistical significance for best subsets regression is given. The procedure takes into account the number of potential predictors and the inter-dependence between predictors. The approach corrects a non-trivial problem with Type I errors and can be used to assess individual variable significance.
关键词：best subset regression; randomization; Type I error; bias
