# FAQ overflow

For the selection of predictors in multivariate linear regression with $p$ suitable predictors, what methods are available to find an 'optimal' subset of the predictors without explicitly testing all $2^p$ subsets? In 'Applied Survival Analysis,' Hosmer & Lemeshow make reference to Kuk's method, but I cannot find the original paper. Can anyone describe this method, or, even better, a more modern technique? One may assume normally distributed errors.