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Cited by 164

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How Many Variables Should Be Entered in a Regression Equation?

Breiman, L., Freedman, D.·1983·Journal of the American Statistical Association

Abstract

The optimal number of regressors is determined to minimize mean squared prediction error and is shown to be a small fraction of the number of data points. As the number of regressors grows large, the Sp criterion provides an asymptotically optimal rule for the number of variables to enter.

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Metadata

Authors
Breiman, L., & Freedman, D.
Venue
Journal of the American Statistical Association
Published
1983-03
Volume
78
Issue
381
Pages
131-136
ISSN
  • 0162-1459 (ISSN-L)
  • 1537-274X
OpenAlex
W2003202757
Cited by
164
References
0
FWCI
5.35
Type
journal article
Language
en
Open access
closed

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Breiman, L., & Freedman, D. (1983). How Many Variables Should Be Entered in a Regression Equation? Journal of the American Statistical Association. https://doi.org/10.1080/01621459.1983.10477941

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