The Problem of Underestimating the Residual Error Variance in Forward Stepwise Regression
- 1 January 1992
- journal article
- Published by JSTOR in Journal of the Royal Statistical Society: Series D (The Statistician)
- Vol. 41 (4) , 405
- https://doi.org/10.2307/2349005
Abstract
Under the global null hypothesis that all covariates are unrelated to the outcome variables, forward stepwise regression procedures should have the property tha...Keywords
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