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Regression Analysis with R by Giuseppe Ciaburro

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Stepwise regression

At the beginning of Chapter 1, Getting Started with Regression, we said that regression analysis can be conducted for dual purposes; one of these is to understand and weigh the effects of the independent variable on the dependent variable. In other words, with this method, we can select predictors that have a greater influence on the response of the model. Stepwise regression is a method of selecting independent variables in order to choose a set of predictors that have the best relationship with the dependent variable. Among variable selection algorithms, we have three methods:

  • Forward method: It starts with an empty model in which no predictors are selected; in the first step, the variable with the most significant ...

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