The use of conditional cutoffs in a forward selection procedure

DOI10.1080/03610928708829502MaRDI QIDQ3782618zbMATH OpenOpenAlexFDO

Authors I. S. Pinsker, Victor Kipnis, Eugene Grechanovsky

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

calculation of critical valuescentral F-distributionconditional cutoffsconditional F-ratiocutoffsforward selection proceduremultiple regressionnumerical exampleorthogonal design matrixstepwise significance testingstepwise type I errorvariable selection

Mathematics Subject Classification ID

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

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Cites work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• A Stopping Rule for Variable Selection in Multiple Regression
• Actual rejection levels in a certain stepwise test
• Comparing Subset Regression Procedures
• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• Selection of Subsets of Regression Variables
• The Conditional Level of the F-Test
• The distribution of certain regression statistics
• The Significance Attained by the Best-Fitting Regressor Variable
• The Use of an F-Statistic in Stepwise Regression Procedures

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