ACTUAL REJECTION LEVELS IN A CERTAIN STEPWISE TEST

被引：9

作者：

DRAPER, NR ^{[1
]}

GUTTMAN, I ^{[1
]}

LAPCZAK, L ^{[1
]}

机构：

[1] UNIV TORONTO,TORONTO,ONTARIO,CANADA

来源：

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS | 1979年 / 8卷 / 02期

基金：

美国国家科学基金会;

关键词：

regression; regression selection procedures; stepwise;

D O I：

10.1080/03610927908827741

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Continuing the work of Draper, Guttman and Kanemasu (1971) we obtain the appropriate distribution and evaluate some actual probability levels for entry of variables in stepwise regression when the denominator of the F-statistic is a biased estimate of the residual variance and there are two possible entry candidates. © 1979, Taylor & Francis Group, LLC. All rights reserved.

引用

页码：99 / 105

页数：7

共 8 条

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GUTTMAN, I ;

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[3]

DRAPER NR, 1966, APPLIED REGRESSION A, P179

[4]

Efroymson M A, 1962, MULTIPLE REGRESSION

[5] STOPPING RULE FOR VARIABLE SELECTION IN MULTIPLE REGRESSION [J].

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ENGELMAN, L ;

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MAY, PRA .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (341) :75-77

[6]

POPE PT, 1972, TECHNOMETRICS, V14, P326

[7] APPLICATION OF PAIRWISE INDEPENDENCE OF RANDOM-VARIABLES TO REGRESSION-ANALYSIS [J].

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CANADIAN MATHEMATICAL BULLETIN-BULLETIN CANADIEN DE MATHEMATIQUES, 1975, 18 (03) :397-404

[8] MULTIPLE COMPARISON OF REGRESSION FUNCTIONS [J].

SPJOTVOLL, E .

ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (04) :1076-+

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