The HPREG Procedure


  • Akaike, H. (1969). “Fitting Autoregressive Models for Prediction.” Annals of the Institute of Statistical Mathematics 21:243–247.

  • Burnham, K. P., and Anderson, D. R. (2002). Model Selection and Multimodel Inference. 2nd ed. New York: Springer-Verlag.

  • Collier Books (1987). The 1987 Baseball Encyclopedia Update. New York: Macmillan.

  • Darlington, R. B. (1968). “Multiple Regression in Psychological Research and Practice.” Psychological Bulletin 69:161–182.

  • Draper, N. R., Guttman, I., and Kanemasu, H. (1971). “The Distribution of Certain Regression Statistics.” Biometrika 58:295–298.

  • El Ghaoui, L., Viallon, V., and Rabbani, T. (2012). “Safe Feature Elimination for the Lasso and Sparse Supervised Learning Problems.” Pacific Journal of Optimization 8:667–698. Special issue on conic optimization.

  • Fan, J., and Lv, J. (2008). “Sure Independence Screening for Ultrahigh Dimensional Feature Space.” Journal of the Royal Statistical Society, Series B 70:849–911.

  • Foster, D. P., and Stine, R. A. (2004). “Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy.” Journal of the American Statistical Association 99:303–313.

  • Harrell, F. E. (2001). Regression Modeling Strategies. New York: Springer-Verlag.

  • Hastie, T. J., Tibshirani, R. J., and Friedman, J. H. (2001). The Elements of Statistical Learning: Data Mining, Inference, and Prediction. New York: Springer-Verlag.

  • Hocking, R. R. (1976). “The Analysis and Selection of Variables in a Linear Regression.” Biometrics 32:1–50.

  • Hurvich, C. M., and Tsai, C.-L. (1989). “Regression and Time Series Model Selection in Small Samples.” Biometrika 76:297–307.

  • Judge, G. G., Griffiths, W. E., Hill, R. C., Lütkepohl, H., and Lee, T.-C. (1985). The Theory and Practice of Econometrics. 2nd ed. New York: John Wiley & Sons.

  • Mallows, C. L. (1973). “Some Comments on $C_ p$.” Technometrics 15:661–675.

  • Schwarz, G. (1978). “Estimating the Dimension of a Model.” Annals of Statistics 6:461–464.

  • Tibshirani, R., Bien, J., Friedman, J., Hastie, T., Simon, N., Taylor, J., and Tibshirani, R. (2012). “Strong Rules for Discarding Predictors in Lasso-Type Problems.” Journal of the Royal Statistical Society, Series B 74:245–266.

  • Time Inc. (1987). “What They Make.” Sports Illustrated (April 20): 54–81.