Determination of the best significance level in forward stepwise logistic regression

DOI10.1080/03610919708813397zbMath0900.62399WikidataQ126236180 ScholiaQ126236180MaRDI QIDQ4369362

John J. Koval, Kang-In David Lee

Publication date: 18 December 1997

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919708813397

zbMATH Keywords

prediction; Monte Carlo simulation; multivariate normal distribution; multivariate binary distribution

Mathematics Subject Classification ID

62H99: Multivariate analysis

62F10: Point estimation

62J99: Linear inference, regression

Related Items

A modified multinomial baseline logit model with logit functions having different covariates, Determination of the Selection Statistics and Best Significance Level in Backward Stepwise Logistic Regression, On variable selection in joint modeling of mean and dispersion, Variable Selection in Logistic Regression Models

Uses Software

• SAS

Cites Work

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• Sample-Based Classification Procedures Derived from Density Estimators