Using the Model Selection Classes
As described in Model Selection Viewed As Search, the model selection tools available in the Business Analysis Module include forward, backward, stepwise, and exhaustive selection for both linear and logistic regression models. The class RWLinRegModelSelector<F> provides the four model selection techniques for linear regression models, and the class RWLogRegModelSelector<F> provides them for logistic regression models. The interfaces to both classes are nearly identical; the only difference is that one class is specialized for linear regression models, and the other is specialized for logistic regression models.