the stepwise regression algorithm seen from the statistician's point of view

Luetjohann, Harry (January 1968) the stepwise regression algorithm seen from the statistician's point of view. Forschungsberichte / Research Memoranda 11

[img]
Preview
Text
fo11.pdf

Download (1MB) | Preview

Abstract or Table of Contents

abstract (introduction; abridged): the purpose of this paper is to explain in statistical terms how the algorithm works which is used in computer programmes for stepwise regression. stated more precisely, the purpose is to do this for one of severalpossible, closely related variants of the algorithm. the paper will contain nothing substatially new but may yet perhaps shed some new light on well-known facts. there are two reasons why the author has thought it worthwile writing this paper. one is that stepwise regression programme descriptions are usually written by computer people who tend to use flow-chart terminology rather than statistical terminology. an example in case is the standard reference, efroymson (1960). the other reason for writing the paper is the author's belief that the computer algorithm may serve as a vehicle for teaching students some important aspects of multiple regression. section 7 below is written with this latter point of view in mind.;

Item Type: IHS Series
Status: Published
Date Deposited: 26 Sep 2014 10:34
Last Modified: 01 Apr 2016 14:06
URI: http://irihs.ihs.ac.at/id/eprint/11

Actions (login required)

View Item View Item