backwardeliminationandstepwiseregression- tunghai university（backwardeliminationandstepwiseregression -东海大学）.docVIP

Backward elimination and stepwise regression (a) Backward elimination: Assume the model with all possible covariates is . Backward elimination procedure: Step 1: At the beginning, the original model is set to be . Then, the following r-1 tests are carried out, The lowest partial F-test value corresponding to or t-test value is compared with the preselected significance values and . One of two possible steps (step2a and step 2b) can be taken. Step 2a: If or , then can be deleted and the new original model is . Go back to step 1. Step 2b: If or , the original model i