Forward Selection Stepwise Regression Algorithm

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A Forward Selection Stepwise Regression Algorithm is a stepwise regression algorithm that starts with few predictor variables and generally adds predictor variables with each iteration.



References

2015

  • (Wikipedia, 2015) ⇒ http://en.wikipedia.org/wiki/stepwise_regression#Main_approaches Retrieved:2015-1-27.
    • The main approaches are:
      • Forward selection, which involves starting with no variables in the model, testing the addition of each variable using a chosen model comparison criterion, adding the variable (if any) that improves the model the most, and repeating this process until none improves the model.

2009