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The Relationship Between Variable Selection and Data Agumentation and a Method for Prediction

1974/02/01 by David M. Allen · 1,388 citations
Decision Sciences · Engineering · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #Artificial intelligence #Computer science #Data mining #Econometrics #Engineering #Feature selection #Limiting #Linear regression #Mathematics #Regression #Regression analysis #Ridge #Selection (genetic algorithm) #Statistical Methods and Inference #Statistics #Variable (mathematics)

paper · doi:10.1080/00401706.1974.10489157

published in Technometrics 16(1), 125-127 (Taylor & Francis)

openalex publication_date 1974/02/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/06

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.

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