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Bounds on the Significance Attained by the Best‐Fitting Regressor Variable

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  • R. W. Butler

Abstract

In stepwise regression the p‐value measuring the significance of the best‐fitting independent variable to be entered at an arbitrary step is considered. Upper and lower Bonferroni bounds may be computed for this value using the simple algorithm presented below.

Suggested Citation

  • R. W. Butler, 1982. "Bounds on the Significance Attained by the Best‐Fitting Regressor Variable," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(3), pages 290-292, November.
    • Handle: RePEc:bla:jorssc:v:31:y:1982:i:3:p:290-292
    DOI: 10.2307/2348002
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