- Published 2007 in Computational Statistics & Data Analysis

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.

@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}
}