The use of conditional cutoffs in a forward selection procedure

DOI10.1080/03610928708829502zbMath0641.62044OpenAlexW2000849887MaRDI QIDQ3782618

I. S. Pinsker, Eugene Grechanovsky, Victor Kipnis

Publication date: 1987

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829502

zbMATH Keywords

numerical examplevariable selectioncutoffsmultiple regressioncentral F-distributionforward selection procedurecalculation of critical valuesconditional cutoffsconditional F-ratioorthogonal design matrixstepwise significance testingstepwise type I error

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Evaluating the impact of exploratory procedures in regression prediction: A pseudosample approach ⋮ Conditional p-values for the F-statistic in a forward selection procedure

Cites Work

• Unnamed Item
• The Conditional Level of the F-Test
• The Significance Attained by the Best-Fitting Regressor Variable
• Selection of Subsets of Regression Variables
• Actual rejection levels in a certain stepwise test
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Comparing Subset Regression Procedures
• The distribution of certain regression statistics
• A Stopping Rule for Variable Selection in Multiple Regression
• The Use of an F-Statistic in Stepwise Regression Procedures

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