Comparison of Stopping Rules in Forward "Stepwise" Regression

DOI10.2307/2286904MaRDI QIDQ4115940zbMATH OpenOpenAlexFDO

Authors Robert B. Bendel, Abdelmonem A. Afifi

Publication date 1977

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2286904

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited in

(12)

• A simulation study on comparison of prediction methods when only a few components are relevant
• A novel distribution-free hybrid regression model for manufacturing process efficiency improvement
• Variable Selection in Logistic Regression Models
• An Adaptive Method of Variable Selection in Regression
• A note on estimating the msep in nonlinear regression
• The generation of pseudo- random correlation matrices
• Population correlation matrices for sampling experiments
• Determination of the best significance level in forward stepwise logistic regression
• Ridge regression and the Lasso: how do they do as finders of significant regressors and their multipliers?
• Determination of the Selection Statistics and Best Significance Level in Backward Stepwise Logistic Regression
• Multi-model subset selection
• Backward stepwise ridge regression and the Lasso: how do they do as finders of true regressors and their coefficients?

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