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最佳拟合回归变量所达到的显著性

The Significance Attained by the Best-Fitting Regressor Variable

Journal of the American Statistical Association · 1984
被引 7
ABS 4

中文导读

研究了在线性回归模型的前向选择中,根据最大F进入值选出的最佳拟合变量的p值评估方法。

Abstract

Abstract In the forward selection of independent variables for a linear regression model, the next best-fitting variable for inclusion is the variable with largest F-to-enter. We consider the evaluation of the p value for this selection.

统计学线性回归变量选择计量经济学