The first step in conducting a regression-based study is to specify a model. In real applications, this is usually the most challenging step - deciding which variables “belong” in the model and which ...

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 ...

A stepwise procedure is often used to estimate one coefficient in a multiple linear regression. The relation between this stepwise estimate and the estimate obtained by direct multiple regression is ...