![]() 05 is chosen, here it is more common to choose a higher value such as alpha =. Whereas for most statistical tests a value of alpha =. The algorithm we use can be described as follows where x 1, …, x kare the independent variables and y is the dependent variable:Ġ. In this webpage, we describe a different approach to stepwise regression based on the p-values of the regression coefficients. The reader is once again alerted to the limitations of this approach, as described in Testing Significance of Extra Variables. ![]() This leads to the concept of stepwise regression, which was introduced in Testing Significance of Extra Variables. ![]() When there are a large number of potential independent variables that can be used to model the dependent variable, the general approach is to use the fewest number of independent variables that can do a sufficiently good job of predicting the value of the dependent variable.
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