The stepwise regression algorithm seen from the statistician's point of view
The purpose of this paper is to explain in statistical terms how the algorithm works which is used in computer programmes for stepwise regression. stated more precisely, the purpose is to do this for one of severalpossible, closely related variants of the algorithm. the paper will contain nothing su...| Link(s) zu Dokument(en): | IHS Publikation |
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| Format: | IHS Series NonPeerReviewed |
| Sprache: | Englisch |
| Veröffentlicht: |
institut fuer hoehere studien
1968
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| Zusammenfassung: | The purpose of this paper is to explain in statistical terms how the algorithm works which is used in computer programmes for stepwise regression. stated more precisely, the purpose is to do this for one of severalpossible, closely related variants of the algorithm. the paper will contain nothing substatially new but may yet perhaps shed some new light on well-known facts. there are two reasons why the author has thought it worthwile writing this paper. one is that stepwise regression programme descriptions are usually written by computer people who tend to use flow-chart terminology rather than statistical terminology. an example in case is the standard reference, efroymson (1960). the other reason for writing the paper is the author's belief that the computer algorithm may serve as a vehicle for teaching students some important aspects of multiple regression. section 7 below is written with this latter point of view in mind.; |
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