Slide 7-8Model FItting

Module 4 - Nonlinear Regression Lecture 4.2 - Model Fitting
Model Fitting Variable Selection Procedures Special procedures are sometimes employed to select the independent variables to include in the regression model - Stepwise regression - Forward selection procedure - Backward selection procedure - Sequential replacement procedure - Best-subsets procedure 2 Iterative procedures: At each step of the procedure a single independent variable is added or removed and the new model is evaluated Evaluates regression models involving different subsets of the independent variables
Model Fitting • Forward selection procedure: - The analyst establishes a criterion for allowing independent variables to enter the model - Example: The independent variable j with the smallest p -value associated with the test of the hypothesis β j = 0, subject to some predetermined maximum p -value for which a potential independent variable will be allowed to enter the model 3
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