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 ...

This is an expository paper, pointing out explicitly the pseudoness of the "F-statistic" used in stepwise procedures for determining the independent variables to be used in a linear prediction ...

Results of the CTABLE option are shown in Output 39.1.11. Each row of the "Classification Table" corresponds to a cutpoint applied to the predicted probabilities, which is given in the Prob Level ...