摘要
In the experimental field, researchers need very often to select the best subset model as well as reach the best model estimation simultaneously. Selecting the best subset of variables will improve the prediction accuracy as noninformative variables will be removed. Having a model with high prediction accuracy allows the researchers to use the model for future forecasting. In this paper, we investigate the differences between various variable selection methods. The aim is to compare the analysis of the frequentist methodology (the backward elimination), penalised shrinkage method (the Adaptive LASSO) and the Least Angle Regression (LARS) for selecting the active variables for data produced by the blocked design experiment. The result of the comparative study supports the utilization of the LARS method for statistical analysis of data from blocked experiments.
In the experimental field, researchers need very often to select the best subset model as well as reach the best model estimation simultaneously. Selecting the best subset of variables will improve the prediction accuracy as noninformative variables will be removed. Having a model with high prediction accuracy allows the researchers to use the model for future forecasting. In this paper, we investigate the differences between various variable selection methods. The aim is to compare the analysis of the frequentist methodology (the backward elimination), penalised shrinkage method (the Adaptive LASSO) and the Least Angle Regression (LARS) for selecting the active variables for data produced by the blocked design experiment. The result of the comparative study supports the utilization of the LARS method for statistical analysis of data from blocked experiments.
作者
Sadiah Mohammed Aljeddani
Sadiah Mohammed Aljeddani(Department of Mathematics, Umm Al Qura University, Makkah, Saudi Arabia)
