A Stopping Rule for Variable Selection in Multiple Regression

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Publication:5674811

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DOI10.2307/2284141zbMath0259.62058OpenAlexW4233407515MaRDI QIDQ5674811

Robert I. Jennrich, Philip R. A. May, Laszlo Engelman, Alan B. Forsythe

Publication date: 1973

Full work available at URL: https://doi.org/10.2307/2284141

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (4)

Search for the best decision rules with the help of a probabilistic estimate ⋮ The use of conditional cutoffs in a forward selection procedure ⋮ Conditional p-values for the F-statistic in a forward selection procedure ⋮ Actual rejection levels in a certain stepwise test

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