Approximate Efficiency of a Selection Procedure for the Number of Regression Variables
- 1 April 1984
- journal article
- Published by JSTOR in Biometrika
- Vol. 71 (1) , 43-298
- https://doi.org/10.2307/2336395
Abstract
SUMMARY The conventional entry test for a new variable in stepwise regression is not theoretically correct, but is used because the necessary exact distributions are not known. Some distributional results which throw light on the situation are given.Keywords
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