Variable selection in linear regressions with possibly all strongly correlated covariates

Mahrad Sharifvaghefi

doi:10.1080/07474938.2024.2446864

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Variable selection in linear regressions with possibly all strongly correlated covariates

Mahrad Sharifvaghefi

Year: 2025 Journal: Econometric Reviews Pages: 1-27 Publisher: Taylor & Francis

DOI: 10.1080/07474938.2024.2446864

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Keywords:

Covariate Mathematics Statistics Econometrics Variable (mathematics) Linear regression Feature selection Selection (genetic algorithm) Computer science Mathematical analysis Artificial intelligence

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Variable selection in linear regressions with possibly all strongly correlated covariates

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