逐步回归分析的拓展

Extension of Stepwise Regression

给出一种方法，在逐步回归后，使每一前进（后退）步为一单元步，用Ｆ检验来判别这单元步的去留，使回归式子比逐步回归纳入更多的解析变量，同时能减低向后消元法产生多重共线性的可能性．

A method is proposed to incorporate more independent variables into the regression than the stepwise regression does, and to reduce the possibility of multi collinearity caused by backward regression .Each forward (backward) step following the stepwise regression is a unit step and F test is used to judge whether this unit step is remained.