Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more. 
Home Multivariate Data Basic Knowledge Selection of Variables Stepwise Regression  
See also: variable selection, MLR  
Variable Selection  Stepwise RegressionStepwise regression is a special case of forward selection: in addition to the steps performed in the forward selection algorithm, all variables are tested if their contribution is significant after a new variable has been added. This may lead to the elimination of an already selected variable if this variable has become superfluous because of its relationship to the other variables. 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 