Evaluating the Statistical Significance of Models Developed by Stepwise Regression

• Main Authors: McIntyre, Shelby H., Montgomery, David B., Srinivasan, V., Weitz, Baron A.
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 1983
• Subjects: Business; Management Sciences and Quantitative Methods
• Online Access: https://ink.library.smu.edu.sg/lkcsb_research/2315; https://doi.org/10.2307/3151406
• Institution: Singapore Management University

Information for evaluating the statistical significance of stepwise regression models developed with a forward selection procedure is presented. Cumulative distributions of the adjusted coefficient of determination (R²) under the null hypothesis of no relationship between the dependent variable and...