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Efficiencies for Stepwise Regressions

 

作者: T.D. Wallace,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1964）
卷期: Volume 59, issue 308  

页码: 1179-1182

 

ISSN:0162-1459

 

年代: 1964

 

DOI:10.1080/01621459.1964.10480758

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Much attention has been paid to bias of coefficients resulting from stepwise regressions. Looking at bias alone implies that stepwise estimates are inferior. However, using the criterion of relative mean square errors, it is shown for the two variable case that under certain circumstances, stepwise estimators are “better” than direct least squares estimators.

 

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