关于逐步回归分析的一个注记

Notes on Stepwise Regression

逐步回归是多元回归分析筛选自变量的一种重要思想方法。利用矩阵消去变换的知识,证明了逐步回归第一步引入变量,第二步引入变量,第三步不可能剔除变量。最后对经典Hald数据利用SAS统计软件,编程实现逐步回归分析.

Stepwise regression is an important method for selecting variables in multivariate regression analysis . This paper prove that variables don＇t be eliminated thirdly by matrix elimination when variable is seperatelyentered firstly and secondly in stepwise regresssion . Finally the paper realizes regression analysis on Hald data by SAS.