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 BERDS_V1.tar.gz  89 KB
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BERDS

Backward Elimination via Repeated Data Splitting

Description

Implements BERDS, an automatic variable selection algorithm for use in multiple linear regression, as described in the Reference.

References

Thall, P. F., Russell, K. T., and Simon, R. M. "Variable Selection in Regression via Repeated Data Splitting." J. of Computational and Graphical Statistics.

Language: C