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  2. Stepwise regression - Wikipedia

    en.wikipedia.org/wiki/Stepwise_regression

    The main approaches for stepwise regression are: Forward selection, which involves starting with no variables in the model, testing the addition of each variable using a chosen model fit criterion, adding the variable (if any) whose inclusion gives the most statistically significant improvement of the fit, and repeating this process until none improves the model to a statistically significant ...

  3. Mallows's Cp - Wikipedia

    en.wikipedia.org/wiki/Mallows's_Cp

    In statistics, Mallows's, [1] [2] named for Colin Lingwood Mallows, is used to assess the fit of a regression model that has been estimated using ordinary least squares.It is applied in the context of model selection, where a number of predictor variables are available for predicting some outcome, and the goal is to find the best model involving a subset of these predictors.

  4. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    Ordinary least squares regression of Okun's law.Since the regression line does not miss any of the points by very much, the R 2 of the regression is relatively high.. In statistics, the coefficient of determination, denoted R 2 or r 2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s).

  5. PRESS statistic - Wikipedia

    en.wikipedia.org/wiki/PRESS_statistic

    In statistics, the predicted ... is a form of cross-validation used in regression analysis to provide a summary measure of the fit of a model to a sample of ...

  6. RATS (software) - Wikipedia

    en.wikipedia.org/wiki/RATS_(software)

    Linear regression, including stepwise. Regressions with heteroscedasticity and serial-correlation correction. Non-linear least squares. Two-stage least squares, three-stage least squares, and seemingly unrelated regressions. Non-linear systems estimation. Generalized Method of Moments. Maximum likelihood estimation.

  7. Generalized additive model - Wikipedia

    en.wikipedia.org/wiki/Generalized_additive_model

    An alternative is to use traditional stepwise regression methods for model selection. This is also the default method when smoothing parameters are not estimated as part of fitting, in which case each smooth term is usually allowed to take one of a small set of pre-defined smoothness levels within the model, and these are selected between in a ...

  8. Heckman correction - Wikipedia

    en.wikipedia.org/wiki/Heckman_correction

    The Heckman correction is a statistical technique to correct bias from non-randomly selected samples or otherwise incidentally truncated dependent variables, a pervasive issue in quantitative social sciences when using observational data. [1]

  9. Omnibus test - Wikipedia

    en.wikipedia.org/wiki/Omnibus_test

    Statistical analysis using logistic regression of Grade on GPA, Tuce and Psi was conducted in SPSS using Stepwise Logistic Regression. In the output, the "block" line relates to Chi-Square test on the set of independent variables that are tested and included in the model fitting.