nag_correg_linregm_fit_stepwise (g02efc) Example Program Results

 Starting Stepwise Selection
 
 Forward Selection
 Variable    1 Variance ratio =    1.260E+01
 Variable    2 Variance ratio =    2.196E+01
 Variable    3 Variance ratio =    4.403E+00
 Variable    4 Variance ratio =    2.280E+01
 
 Adding variable    4 to model
 
 Backward Selection
 Variable    4 Variance ratio =    2.280E+01
 
 Keeping all current variables
 
 Forward Selection
 Variable    1 Variance ratio =    1.082E+02
 Variable    2 Variance ratio =    1.725E-01
 Variable    3 Variance ratio =    4.029E+01
 
 Adding variable    1 to model
 
 Backward Selection
 Variable    1 Variance ratio =    1.082E+02
 Variable    4 Variance ratio =    1.593E+02
 
 Keeping all current variables
 
 Forward Selection
 Variable    2 Variance ratio =    5.026E+00
 Variable    3 Variance ratio =    4.236E+00
 
 Adding variable    2 to model
 
 Backward Selection
 Variable    1 Variance ratio =    1.540E+02
 Variable    2 Variance ratio =    5.026E+00
 Variable    4 Variance ratio =    1.863E+00
 
 Dropping variable    4 from model
 
 Forward Selection
 Variable    3 Variance ratio =    1.832E+00
 Variable    4 Variance ratio =    1.863E+00
 
 Finished Stepwise Selection

Fitted Model Summary
Term          Estimate      Standard Error
Intercept:     5.258e+01        2.294e+00
Variable:   1  1.468e+00        1.213e-01
Variable:   2  6.623e-01        4.585e-02

RMS: 5.790e+00