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Bounds on the Significance Attained by the Best‐Fitting Regressor Variable
Author(s) -
Butler R. W.
Publication year - 1982
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2348002
Subject(s) - variable (mathematics) , statistics , mathematics , econometrics , mathematical analysis
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.