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Journal of the American Statistical Association Volume 79, 1984 - Issue 386
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Theory and Method

The Significance Attained by the Best-Fitting Regressor Variable

Ronald W. Butler Department of Mathematics, University of Texas, Austin, TX, 78712, USA
Pages 341-348 | Received 01 Dec 1981, Published online: 12 Mar 2012
 
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Abstract

In the forward selection of independent variables for a linear regression model, the next best-fitting variable for inclusion is the variable with largest F-to-enter. We consider the evaluation of the p value for this selection.

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