Abstract
We show that data augmentation provides a rather general formulation for the study of biased prediction techniques using multiple linear regression. Variable selection is a limiting case, and Ridge regression is a special case of data augmentation. We propose a way to obtain predictors given a credible criterion of good prediction.
Keywords
LimitingLinear regressionSelection (genetic algorithm)RegressionFeature selectionVariable (mathematics)RidgeRegression analysisComputer scienceStatisticsMathematicsEconometricsData miningArtificial intelligenceEngineering
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Publication Info
- Year
- 1974
- Type
- article
- Volume
- 16
- Issue
- 1
- Pages
- 125-127
- Citations
- 1349
- Access
- Closed
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Cite This
David M. Allen
(1974).
The Relationship Between Variable Selection and Data Agumentation and a Method for Prediction.
Technometrics
, 16
(1)
, 125-127.
https://doi.org/10.1080/00401706.1974.10489157
Identifiers
- DOI
- 10.1080/00401706.1974.10489157