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Bounds on the Significance Attained by the Best‐Fitting Regressor Variable
Journal Of The Royal Statistical Society: Series C (applied Statistics)Peer ReviewedButler R. W.1982Journals
S ummary In stepwise regression the p‐value measuring the significance of the best‐fitting independent variable to be entered at an arbitrary step is considered. Upper and lower Bonferroni bounds may be computed for this value using the simple algorithm presented below.
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