Stepwise variable selection

The process of adding or removing predictors based on its p-value. Used in Linear 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)

Code

References

  1. Olden, J. D., & Jackson, D. A. (2000). Torturing data for the sake of generality: how valid are our regression models?Ecoscience7(4), 501-510.
  2. https://online.stat.psu.edu/stat462/node/196/