Selecting variables in orthogonal linear models
DOI:
https://doi.org/10.1590/S1678-3921.pab1972.v7.17345Abstract
Reducing the number of variables of an orthogonal problem may lead to a more practical predicting equation. Based on the standardized total squared error, or the Cp statistic, this can be attained through several methods. A direct search in the sums of squares due to each variable may save computational work in the combinatory trials required by the Cp statistic method. The result is a reduced equation yet as unbiased as possible.
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Sampaio, I. B. M. (2014). Selecting variables in orthogonal linear models. Pesquisa Agropecuaria Brasileira, 7(6), 71–74. https://doi.org/10.1590/S1678-3921.pab1972.v7.17345
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