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Table of Contents Multivariate Data Modeling MLR Stepwise Regression | |
See also: variable selection, MLR |
Algorithm:
1. Calculate the correlations of all independent variables, X_{i}, 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-Jän-17