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VARIABLE SELECTION

Statistics Directorate    
Definition:
The problem of selecting subsets of variables, in regression or multivariate statistics, that contain most of the relevant information in the full data set.

Source Publication:
A Dictionary of Statistical Terms, 5th edition, prepared for the International Statistical Institute by F.H.C. Marriott. Published for the International Statistical Institute by Longman Scientific and Technical.

Statistical Theme: Methodological information (metadata)

Created on Sunday, May 26, 2002