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Biometrika 1971 58(2):295-298; doi:10.1093/biomet/58.2.295
© 1971 by Biometrika Trust
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The distribution of certain regression statistics

N. R. DRAPER, I. GUTTMAN * and H. KANEMASU

University of Wisconsin

The conventional entry test for a new variable in stepwise regression is not theoretically correct, but is used because the necessary exact distributions are not known. Some distributional results which throw light on the situation are given.

Key Words: Stepwise regression • Selection procedures in regression • Entry tests in regression


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