A graph approach to generate all possible regression submodels

Abstract

A regression graph to enumerate and evaluate all possible subset regression models is introduced. The graph is a generalization of a regression tree. All the spanning trees of the graph are minimum spanning trees and provide an optimal computational procedure for generating all possible submodels. Each minimum spanning tree has a different structure and characteristics. An adaptation of a branch-and-bound algorithm which computes the best-subset models using the regression graph framework is proposed. Experimental results and comparison with an existing method based on a regression tree are presented and discussed. © 2007 Elsevier B.V. All rights reserved.

DOI: 10.1016/j.csda.2007.02.018

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@article{Gatu2007AGA, title={A graph approach to generate all possible regression submodels}, author={Cristian Gatu and Petko Yanev and Erricos John Kontoghiorghes}, journal={Computational Statistics & Data Analysis}, year={2007}, volume={52}, pages={799-815} }