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|Table of Contents Multivariate Data Modeling MLR Stepwise Regression|
|See also: variable selection, MLR|
1. Calculate the correlations of all independent variables, Xi, with the response variable Y. Use the variable with the highest correlation as the starting variable.
2. Add the variable with the highest partial F value.
3. Check all variables of the current model for their partial F values and remove any variable which falls below a predefined threshold.
4. Repeat the procedure with step 2 until some stopping criterion is met.
Note that the list of variables obtained by stepwise regression may be different from the set of variables obtained by forward selection.
Last Update: 2006-Jšn-17