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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. 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 ...

  4. List of statistics articles - Wikipedia

    en.wikipedia.org/wiki/List_of_statistics_articles

    Statistics Online Computational Resource – training materials; StatPlus; StatXact – software; Stein's example. Proof of Stein's example; Stein's lemma; Stein's unbiased risk estimate; Steiner system; Stemplot – see Stem-and-leaf display; Step detection; Stepwise regression; Stieltjes moment problem; Stimulus-response model; Stochastic ...

  5. 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.

  6. Multicollinearity - Wikipedia

    en.wikipedia.org/wiki/Multicollinearity

    Stepwise regression (the procedure of excluding "collinear" or "insignificant" variables) is especially vulnerable to multicollinearity, and is one of the few procedures wholly invalidated by it (with any collinearity resulting in heavily biased estimates and invalidated p-values).

  7. Multivariate statistics - Wikipedia

    en.wikipedia.org/wiki/Multivariate_statistics

    Multivariate statistics is a subdivision of statistics encompassing the simultaneous observation and analysis of more than one outcome variable, i.e., multivariate random variables. Multivariate statistics concerns understanding the different aims and background of each of the different forms of multivariate analysis, and how they relate to ...

  8. 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.

  9. Autoregressive integrated moving average - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_integrated...

    IBM SPSS: includes ARIMA modeling in the Professional and Premium editions of its Statistics package as well as its Modeler package. The default Expert Modeler feature evaluates a range of seasonal and non-seasonal autoregressive ( p ), integrated ( d ), and moving average ( q ) settings and seven exponential smoothing models.

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