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Additional
Stepwise regression
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Stepwise regression
In
statistics
,
stepwise regression
includes regression models in which the choice of predictive variables is carried out by an automatic procedure. Usually, this takes the form of a sequence of
F-tests
or
t-tests
, but other techniques are possible, such as adjusted
R-square
,
Akaike information criterion
,
Bayesian information criterion
,
Mallows's C<sub>p</sub>
,
PRESS
, or
false discovery rate
.
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