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January 1, 1992Journal of the Royal Statistical Society Series D (The Statistician)

The Problem of Underestimating the Residual Error Variance in Forward Stepwise Regression

L. S. Freedman D. Pee Douglas N. Midthune

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Abstract

L. S. Freedman, D. Pee, D. N. Midthune, The Problem of Underestimating the Residual Error Variance in Forward Stepwise Regression, Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 41, No. 4 (1992), pp. 405-412

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Freedman et al. (1992) studied this question.

synapsesocial.com/papers/6a0f34401cf410a932427e8b https://doi.org/10.2307/2349005

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