Montgomery and Peck (1982) illustrated variable selection techniques on the Hald cement data and gave several references to other analysis. The response variable y is the heat evolved in a cement mix. The four explanatory variables are ingredients of the mix, i.e., x1: tricalcium aluminate, x2: tricalcium silicate, x3: tetracalcium alumino ferrite, x4: dicalcium silicate. An important feature of these data is that the variables x1 and x3 are highly correlated (corr(x1,x3)=-0.824), as well as the variables x2 and x4 (with corr(x2,x4)=-0.975). Thus we should expect any subset of (x1,x2,x3,x4) that includes one variable from highly correlated pair to do as any subset that also includes the other member.
Usage
data(hald)
Arguments
Format
hald is a matrix with 13 observations (rows) and 5 variables (columns), the first column is the dependent variable. y.hald and x.hald are also availables.
Source
Montgomery, D.C., Peck, E.A. (1982)
Introduction to linear regression analysis,
John Wiley, New York.