最佳拟合回归变量所达到显著性的界

Bounds on the Significance Attained by the Best-Fitting Regressor Variable

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1982
被引 7
ABS 3

中文导读

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。

Abstract

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.

计量经济学回归分析变量选择统计推断