Tests of Significance in Forward Selection Regression With anF-to-Enter Stopping Rule

A Monte Carlo simulation is used to estimate the upper percentage points of the null distribution of the sample squared multiple correlation coefftcient (R 2) when the number of predictors selected is determined by a stopping rule. In the study, the sample size n and the number of candidate predictors m satisfy 2 ≤ m ≤ 20 and 10 ≤ n – m – 1 ≤ 200, while the F threshold ranges from two to four. Tables of the upper five percent and upper one percent sample R* values are presented and an example is given to illustrate the use of the tables.