Subset Selection in Poisson Regression
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Abstract
In this article, we propose a criterion for subset selection in Poisson regression called Dp criterion. This criterion uses the deviance of the full model and subset model to arrive at a decision. Based on the same criterion a stepwise procedure is also developed to select the appropriate subset. The procedure is useful even when the number of regressors is large. The proposed stepwise method is operationally simple to implement. The method is illustrated with examples.
AMS Subject Classification
62J12Key-words
Deviance Poisson regression Stepwise procedure Subset selectionPreview
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