Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more. 
See also: selection of variables, forward selection  
Variable Selection  Pruning
The algorithm is defined as follows (specifically described here for
multiple linear regression; however, this technique may be used for other
modeling approaches, too):
1. calculate a model including all available variables
Note: you have to recalculate all partial F values after removing a variable, since this changes the F values of the remaining variables.


Last Update: 20121008