Stepwise Regression So, here you are, with a plethora of potential independent variables arrayed before you. There is no substitute for the use of good judgment in choosing which to include in your ...

We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...

Thus, semiparametric variable selection is much more challenging than parametric variable selection (e.g., linear and generalized linear models) because traditional variable selection procedures ...