论文信息 - A Stopping Rule for Variable Selection in Multiple Regression

A Stopping Rule for Variable Selection in Multiple Regression

Abstract Stepwise regression is a member of a class of statistical methods which may be called opportunistic. The statistician is naturally concerned that an artifact should not be reported so he needs a stopping rule that is geared to the way in which variables are selected. A sampled permutation test is outlined which offers such a stopping rule for forward stepping.

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