A Criterion for Selecting Variables in a Regression Analysis
- 1 March 1960
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 25 (1) , 45-58
- https://doi.org/10.1007/bf02288933
Abstract
Methods are given for deciding whether to use some or no predictor variables in a regression analysis. Previously obtained results on the more general problem, whether to use k or k − r predictor variables are reviewed with emphasis on applications.Keywords
This publication has 3 references indexed in Scilit:
- A Square Root Method of Selecting a Minimum Set of Variables in Multiple Regression: I. The MethodPsychometrika, 1951
- Notes on Hotelling's Generalized $T$The Annals of Mathematical Statistics, 1938
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCEBiometrika, 1932