Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Stepwise Choice of Covariates in High Dimensional Regression   Given data y(n) and p(n)covariates x(n) one problem in linear regression is
to decide which if any of the covariates to include. There are many articles on
this problem but all are based on a stochastic model for the data. This paper
gives what seems to be a new approach which does not require any form of model.
It is conceptually and algorithmically simple and consistency results can be
proved under appropriate assumptions.

12
The categories of this paper are: nucl-th
0
The categories of this paper are: hep-ph
35
The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
4
The categories of this paper are: cond-mat
15
The categories of this paper are: nucl-ex
24
The categories of this paper are: dg-ga
14
The categories of this paper are: math-ph
30
The categories of this paper are: q-alg
26
The categories of this paper are: bayes-an
18
The categories of this paper are: econ
6
The categories of this paper are: astro-ph
3
The categories of this paper are: physics
11
The categories of this paper are: hep-lat
29
The categories of this paper are: funct-an
17
The categories of this paper are: q-fin