An asymptotically optimal selection of regression variables is proposed. The key assumption is that the number of control variables is infinite or increases with the sample size. It is also shown that ...

Regression analysis is a statistical technique used to find relationships between independent and dependent variables. Regression analysis uses historical data and observation to predict future ...

Then an example of variable selection with four response variables and two methods is given and we conclude by making some recommendations for their routine use. The Statistician joined the Journal of ...