Beta
258077

SELECTION OF VARIABLES IN THE LINEAR REGRESSION WITH THE RESTRICTED RRQR ALGORITHM

Article

Last updated: 04 Jan 2025

Subjects

-

Tags

-

Abstract

Variable selection is a contentious issue that has spawned a variety of methods for finding the optimum regression equation with the fewest parameters. There are better linear independence features in the matrices of systems that are indeterminately compatible when using the RRQR (Rank-Revealing QR factorization) algorithm. An advantage of the RRQR technique is that it can be used to select variables with higher linear independence when determining the rank of a matrix. The RRQR decomposition with restricted pivot and an empirical model selection criterion such as Mallows' Cp are described in this paper. This procedure's benefits can be shown in two different scenarios, ‘QR' and ‘RRQR' decompositions.

DOI

10.21608/cfdj.2023.258077

Keywords

RRQR Algorithm, Mallows Cp criterion, regression equation

Authors

First Name

لبني

Last Name

الطيب

MiddleName

-

Affiliation

جامعة الازهر

Email

lobnaalatyeb@azhar.edu.eg

City

-

Orcid

-

Volume

4

Article Issue

1

Related Issue

36526

Issue Date

2023-01-01

Receive Date

2022-06-01

Publish Date

2023-01-01

Page Start

985

Page End

999

Print ISSN

2682-3403

Online ISSN

2682-4531

Link

https://cfdj.journals.ekb.eg/article_258077.html

Detail API

https://cfdj.journals.ekb.eg/service?article_code=258077

Order

33

Type

المقالة الأصلية

Type Code

1,242

Publication Type

Journal

Publication Title

المجلة العلمية للدراسات والبحوث المالية والتجارية

Publication Link

https://cfdj.journals.ekb.eg/

MainTitle

SELECTION OF VARIABLES IN THE LINEAR REGRESSION WITH THE RESTRICTED RRQR ALGORITHM

Details

Type

Article

Created At

22 Jan 2023