Subject: Statistics

From: <[email-masked]>
Date: Mon, 4 Nov 1996 12:17:42 -0500

Netters:

Quite often we need to do some statistical model building after doing MO
calculations.  In the midst of this there is the need to look for the best
model
 under the "all-possible-subsets" (APS) scheme.  The rub is that I do not know
of any commercial packages that will permit doing such a search.  The search is
basically to look for all possible models for M experimental data points, and
with the free predictors to be searched over to be greater than M.  Obviously
one can only correctly determine M-1 models, assuming the usual free fitting
constant.  Currently I often have have ~2M free predictors.  Yes, I have tried
PLS, but I find it to be stochiastic.  The best model will change sometimes for
the worse if more free predictors are added, for example, whereas traditional
APS will not.  I have looked at the packages SAS and Minitab. Neither of these
packages will do this.  I have one batch oriented package that runs on an SGI
power challenge that turns out to be slower than Minitab on my 90 Mhz Pentium!

Any suggestions would be greatly appreciated.

Thanks!

John

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John M. McKelvey			email: [email-masked]
Computational Science Laboratory	phone: (716) 477-3335
2nd Floor, Bldg 83, RL
Eastman Kodak Company			
Rochester, NY 14650-2216

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