Stepwise Regression
Stepwise regression is an automated variable selection procedure for multiple linear regression that adds or removes predictor variables one at a time according to a statistical criterion, typically the F-statistic or a p-value threshold. The forward-selection algorithm was formally described by Efroymson (1960) and the bidirectional variant was popularised by Draper and Smith in their landmark 1966 text Applied Regression Analysis. Despite widespread historical use, the method is now widely critiqued, making its documentation essential in any canonical methods library.
Kilderegister
Siteringer kopiert ordrett fra metodens kilderegister. Ingen påstandsnivåverifisering er underforstått fra dem.
- Efroymson, M. A. (1960). Multiple regression analysis. In A. Ralston & H. S. Wilf (Eds.), Mathematical Methods for Digital Computers (pp. 191–203). Wiley. · URL
- Draper, N. R., & Smith, H. (1966). Applied Regression Analysis (1st ed.). Wiley. · ISBN 9780471221708
- Draper, N. R., & Smith, H. (1998). Applied Regression Analysis (3rd ed.). Wiley. · ISBN 9780471170822
Kuraterte påstander
Påstander lagret i bevishovedboken, hver med sin egen vurdering.
Denne visningen finner ikke opp en påstandsvurdering når hovedboken ikke har noen.
Relaterte metoder
Generert fra metodegrafen og vist som maskinforslåtte relasjoner – ingen bevispåstand er underforstått.