Leonard A. Stefanski

Department of Statistics

North Carolina State University

Contributions to the Practice and Teaching of Regression and Variable Selection

The talk will draw upon my recent research in the area of variable selection for linear regression. Topics will be selected from two recently published papers, "Tuning Variable Selection Procedures by Adding Noise" (Luo, Stefanski & Boos 2006, Technometrics, 48, 165-175), and "Controlling Variable Selection by the Addition of Pseudovariables" (Wu, Boos & Stefanski 2007, JASA, 102, 235-242); and a third paper titled "Residual (Sur)Realism" scheduled for publication in the May 2007 issue of The American Statistician. The first two papers describe new approaches for "tuning" variable selection methods to obtain models with desirable properties, whereas the latter paper describes a method of generating "interesting" data sets for illustrating linear regression methods generally, and variable selection methods in particular.

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