Bounds on the Significance Attained by the Best-Fitting Regressor Variable
在逐步回归中,针对任意步骤进入的最佳拟合自变量,给出了计算其p值的Bonferroni上下界的简单算法。
SUMMARY In stepwise regression the p-value measuring the significance of the best-fitting independent variable to be entered at an arbitrary step is considered. Upper and lower Bonferroni bounds may be computed for this value using the simple algorithm presented below.