| Statistics Toolbox | |
Interactive environment for stepwise regression
Syntax
Description
stepwise(X,y)
y on the columns of X. It displays three figure windows for interactively controlling the stepwise addition and removal of model terms.
stepwise(X,y,inmodel)
allows control of the terms in the original regression model. The values of vector, inmodel, are the indices of the columns of the matrix X to include in the initial model.
stepwise(X,y,inmodel,alpha)
alpha is the significance for testing each term in the model. By default, alpha = 1 - (1 - 0.025)(1/p) where p is the number of columns in X. This translates to plotted 95% simultaneous confidence intervals (Bonferroni) for all the coefficients.
The least squares coefficient is plotted with a green filled circle. A coefficient is not significantly different from zero if its confidence interval crosses the white zero line. Significant model terms are plotted using solid lines. Terms not significantly different from zero are plotted with dotted lines.
Click on the confidence interval lines to toggle the state of the model coefficients. If the confidence interval line is green, the term is in the model. If the confidence interval line is red, the term is not in the model.
Use the Export menu to move variables to the base workspace.
Example
See Stepwise Regression.
Reference
[1] Draper, N. and H. Smith, Applied Regression Analysis, Second Edition, John Wiley and Sons, Inc. 1981 pp. 307-312.
See Also
regstats, regress, rstool
| | std | surfht | |