stepwise regression by information criteria

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nupogodi
Posts: 53
Joined: Thu Jun 03, 2010 12:50 am

stepwise regression by information criteria

Postby nupogodi » Tue Sep 09, 2014 11:56 pm

In case of stepwise regression (stepls) the "optimal" set of regressors could be selected by minimizing AIC and/or BIC criteria.

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