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Home Multivariate Data Basic Knowledge Selection of Variables Stepwise Regression  
See also: variable selection, MLR  
Variable Selection  Stepwise Regression
Algorithm:
1. Calculate the correlations of all independent variables, X_{i}, with the response variable Y. Use the variable with the highest correlation as the starting variable.


Home Multivariate Data Basic Knowledge Selection of Variables Stepwise Regression 
Last Update: 20121008