A Stopping Rule for Variable Selection in Multiple Regression
A Stopping Rule for Variable Selection in Multiple Regression
复制标题
多元回归中变量选择的停止规则
DOI：
10.1080/01621459.1973.10481336
复制
发表时间：
1973
影响因子：
3.7
通讯作者：
P. R. May
中科院分区：
文献类型：
--
作者：
A. Forsythe;L. Engelman;R. Jennrich;P. R. May
逐步回归是一类可称为机会主义的统计方法。统计学家自然会担心不应该报告伪影，因此他需要一个适合变量选择方式的停止规则。抽样排列测试概述提供了这样一个停止规则向前迈进。
Abstract Stepwise regression is a member of a class of statistical methods which may be called opportunistic. The statistician is naturally concerned that an artifact should not be reported so he needs a stopping rule that is geared to the way in which variables are selected. A sampled permutation test is outlined which offers such a stopping rule for forward stepping.