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.

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DOI: https://doi.org/10.2498/cit.1001135

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