Stepwise variable selection

Gist

The process of adding or removing predictors based on its p-value. Used in regression for Model selection but highly criticized and never ever recommended now[1]. Though it is curious that some online resources still have a section at it (2)

References

  1. Olden, J. D., & Jackson, D. A. (2000). Torturing data for the sake of generality: how valid are our regression models?. Ecoscience, 7(4), 501-510.
  2. https://online.stat.psu.edu/stat462/node/196/

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