1981
DOI: 10.1080/00401706.1981.10487682
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Tests of Significance in Forward Selection Regression With anF-to-Enter Stopping Rule

Abstract: A Monte Carlo simulation is used to estimate the upper percentage points of the null distribution of the sample squared multiple correlation coefftcient (R') when the number of predictors selected is determined by a stopping rule. In the study, the sample size n and the number of candidate predictors m satisfy 2 2 m 2 20 and 10 I n -m -1 I 200, while the F threshold ranges from two to four. Tables of the upper five percent and upper one percent sample R* values are presented and an example is given to illustra… Show more

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Cited by 23 publications
(5 citation statements)
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“…Using a stepwise regression method [ 21 , 22 ], we identified the relevant predictors for the model. When restricted to a linear model without interactions, we found that the model prediction was not sufficient.…”
Section: Discussionmentioning
confidence: 99%
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“…Using a stepwise regression method [ 21 , 22 ], we identified the relevant predictors for the model. When restricted to a linear model without interactions, we found that the model prediction was not sufficient.…”
Section: Discussionmentioning
confidence: 99%
“…As potential predictors, we considered RC a , RC p , and CCT (for scenario A), PC (for scenario B), ACD, LT, and PIOLP. The stepwise regression algorithm [ 21 , 22 ] was initialized with a constant model and restricted to first- and second-order terms (linear and quadratic quantities) without interactions. Depending on the significance level ( p value), terms were added (if p ≤ 0.01) or removed (if p ≥ 0.1) from the model.…”
Section: Methodsmentioning
confidence: 99%
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“…In practice, they solve a least-squares problem by minimizing the sum of squares of the residuals (prediction errors). Second-order polynomial models can be fitted by using several methods [38][39][40][41][42][43]. In this work, the Forward Stepwise Regression method has been used, which successively incorporates one by one those independent variables that contribute to predicting a dependent variable from the most to the least predictive.…”
Section: Polynomial Models and Fitting Methodsmentioning
confidence: 99%
“…The question arises if there are ways of assessing the significance of new resonances. One criterion is given by the F -test [34] which tests for the significance of new fit parameters, like the Breit-Wigner coupling, or bare coupling of an s-channel resonance state in a K-matrix or dynamical coupled-channel approach. This method has two practical drawbacks: On the one hand, data from different experiments tend to have systematic inconsistencies so that the resulting fits are never good in the statistical sense (e.g., passing a χ 2 test).…”
Section: Introductionmentioning
confidence: 99%