Subset Selection in Regression : Chapman & Hall/CRC : 9780367396220 : 036739622X : 05 Sep 2019 : Originally published in 1990, the first edition of Subset Selection in Regression filled a significant gap in the literature, and its critical and popular success has continued for more than a decade. Thoroughly revised to reflect progress in theory, methods, and computing power, the second edition promises to continue that tradition. The author has thoroughly updated each chapter, incorporated new material on recent developments, and included more examples and references. New in the Second Edition: A separate chapter on Bayesian methods Complete revision of the chapter on estimation A major example from the field of near infrared spectroscopy More emphasis on cross-validation Greater focus on bootstrapping Stochastic algorithms for finding good subsets from large numbers of predictors when an exhaustive search is not feasible Software available on the Internet for implementing many of the