The Significance Attained by the Best-Fitting Regressor Variable

1 June 1984

journal article
research article
Published by JSTOR in Journal of the American Statistical Association

Vol. 79 (386) , 341
https://doi.org/10.2307/2288274

Abstract

In the forward selection of independent variables for a linear regression model, the next best-fitting variable for inclusion is the variable with largest F-to-enter. We consider the evaluation of the p value for this selection.

Keywords

P VALUE
F-TO-ENTER
VARIABLE SELECTION
REGRESSION

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