9R – All Possible Subsets Regression

All Possible Subsets Regression using BMDP Statistical Software Program 9R

9R estimates regression equations for “best” subsets of predictor variables and provides detailed residual analysis. The Furnival-Wilson algorithm efficiently identifies these subsets while computing only a small fraction of all possible regressions.

• Estimated regression equations for ten “best” subsets of each subset size using Furnival-Wilson algorithm
• 3 criteria to define “best” (Mallow’s C_P, R², adjusted R² across different subset sizes)
• User-specified case weights
• Extensive residual analysis, Cook’s distance, Durbin-Watson statistics, serial correlation
• View Program BMDP Program 9R Manual Chapter