Stepwise Regression So, here you are, with a plethora of potential independent variables arrayed before you. There is no substitute for the use of good judgment in choosing which to include in your ...

We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...

This is a preview. Log in through your library . Abstract In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric ...