Best Subset Regression

A model-building technique that finds subsets of predictor variables that best predict responses on a dependent variable by linear (or nonlinear) regression.

For an overview of best subset regression see Building Models via Best-Subset Regression for the General Regression Models (GRM) method of analysis; for nonlinear, stepwise and best subset regression, see the Generalized Linear/Nonlinear Model (GLZ) method of analysis.