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An Exact Algorithm for Hierarchically Well-Formulated Subsets in Second-Order Polynomial Regression

Summary: [This abstract is based on the authors' abstract.] A branch-and-bound algorithm is presented for the selection of the best hierarchically well-formulated subset in second-order polynomial regression. The algorithm is applied to a data set from the regression literature, and results are compared to a similar algorithm that does not impose the hierarchical constraints. Results indicate that the hierarchical constraints yield only a small penalty in explained variation.

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  • Topics: Design of Experiments, Statistics, Strategic Planning
  • Keywords: Algorithm, Optimization, Regression, Variable selection
  • Author: Brusco, Michael J.; Steinley, Douglas; Cradit, J. Dennis
  • Journal: Technometrics