Original scientific paper
https://doi.org/10.2498/cit.1001135
Building Regression Models with the Forward Search
Anthony C. Atkinson
Marco Riani
Abstract
We give an example of the use of the forward search in building a regression model. The standard backwards elimination of variables is supplemented by forward plots of added variable t statistics that exhibit the effect of each observation on the process of model building. Attention is also paid to the effect of individual observations on selection of a transformation. Variable selection using AIC is mentioned, as is the analysis of multivariate data.
Keywords
Hrčak ID:
44608
URI
Publication date:
30.12.2007.
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