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Step-wise Regression

Step-wise Regression:

Step-wise regression is one of several computer-based iterative variable-selection procedures. Variables are added one-by-one based on their contribution to R-squared, but first, at each step we determine whether any of the variables (already included in the model) can be removed. If none of the variables can be removed, we determine whether a non-yet-included variable can be added. A variable can be added to the model at a step, removed at a following step, etc.

See Variable-Selection Procedures for criteria of "can be removed" and "can be added."

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Courses Using This Term

Regression Analysis
This course will teach you how multiple linear regression models are derived, the use software to implement them, what assumptions underlie the models, how to test whether your data meet those assumptions and what can be done when those assumptions are not met, and develop strategies for building and understanding useful models.
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