Fit Regression Model - Stepwise
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Stat > Regression > Regression > Fit Regression Model > Stepwise

Stepwise removes and adds terms to the model for the purpose of identifying a useful subset of the terms. Minitab provides three commonly used procedures: standard stepwise (adds and removes terms), forward selection (adds terms), and backward elimination (removes terms).

If you choose a stepwise procedure, the terms that you specify in the Model dialog are candidates for the final model.

See Using automatic selection procedures for a discussion of potential problems with stepwise procedures.

Dialog box items

Method: Specify the method that Minitab uses to fit the model.

None: Choose to fit the model with all of the terms that you specify in the Model dialog.

Stepwise: By default, this procedure starts with an empty model and then adds or removes a term for each step. You can specify terms to include in the initial model or to force into every model.

Forward selection: By default, this procedure starts with an empty model and adds the most significant term for each step. You can specify terms to force into every model.   

Backward elimination: This procedure starts with all potential terms in the model and removes the least significant term for each step. You can specify terms to force into every model.  

Potential terms: Displays the set of terms that the procedure will assess. Indicators in the list signify how the procedure handles the term. The Method you choose determines the initial settings in this list. You can modify how the procedure handles the terms with the two buttons below. The indicators are:

·    E: The term will be included in every model regardless of its p-value.

·    I: The term will be included in the initial model but it can be removed from the model by the procedure if its p-value is too high.

·    <blank>: The procedure can add or remove the term from the model based on its p-value.

E = Include term in every model: Select a term and click this button to force the term into every model regardless of its p-value. Click the button again to remove this condition.

I = Include term in initial model: Select a term and click this button to include the term in the initial model. Click the button again to remove this condition. This button is only available if you choose Stepwise in Method.

Alpha to enter: Enter the criterion for entering a new term in the model. You can set this value when you choose Stepwise or Forward selection.

Alpha to remove: Enter the criterion for removing a term from the model. You can set this value when you choose Stepwise or Backward elimination.

Hierarchy:This dialog allows you to control how Minitab enforces model hierarchy during stepwise procedures. This button is disabled if you specify a non-hierarchical model or uncheck Include the constant term in the model in the Model dialog.

Display the table of model selection details: Check to display information about the stepwise procedure in the Session window.

Details about the method: Choose to display the type of stepwise procedure and the alpha values to enter and/or remove a predictor from the model.

Include details for each step: Choose to display the coefficients, p-values, Mallows' Cp, and model summary statistics for each step of the procedure.