Choice of the Best Set of Independent Variables

The authors tries to throw a new light on some problems related to application of the regression analysis in the field of economics. A Choice of independent variables for the multiple regression has been selected from among many problems. Few methods are presented in which according to the specific criteria the "best" set of variables is chosen. The notion "the best" has here a conditional meaning. After many experiments the authors concluded that a choice of the best subset of independent variables is a problem merits rather thar of statistical character. It cannot be only solved on the basis of formal criteria used in the presented methods, it can be of greait value but the last decision taken on the ground of formal and merits reasons belongs to a researcher.Digitalizacja i deponowanie archiwalnych zeszytów RPEiS sfinansowane przez MNiSW w ramach realizacji umowy nr 541/P-DUN/201