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Pohlmann, John T. – Multiple Linear Regression Viewpoints, 1979
The type I error rate in stepwise regression analysis deserves serious consideration by researchers. The problem-wide error rate is the probability of selecting any variable when all variables have population regression weights of zero. Appropriate significance tests are presented and a Monte Carlo experiment is described. (Author/CTM)
Descriptors: Correlation, Error Patterns, Multiple Regression Analysis, Predictor Variables