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回归方程应纳入多少个变量？
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.
非线性回归模型中数据固有变异的一般估计
A dependent variable is some unknown function of independent variables plus an error component. If the magnitude of the error could be estimated with minimal assumptions about the underlying functional dependence, then this could be used to judge goodness-of-fit and as a means of selecting a subset of the independent variables which best determine the dependent variable. We propose a procedure for this purpose which is based on a data-directed partitioning of the space into…