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geert
2002 Mar 01
2
step, leaps, lasso, LSE or what?
...n that.) This has
been coded in
the program PCGets:
(http://www.pcgive.com/pcgets/index.html?content=/pcgets/main.html)
If anyone knows how this compares in terms of effectiveness to the methods
discussed in
Hastie et al., I would really be very interested.
Cheers,
Murray
Murray Z. Frank
B.I. Ghert Family Foundation Professor
Strategy & Business Economics
Faculty of Commerce
University of British Columbia
Vancouver, B.C.
Canada V6T 1Z2
phone: 604-822-8480
fax: 604-822-8477
e-mail: Murray.Frank at commerce.ubc.ca
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