A Method for Selecting Predictive Variables and Approximating Regression Weights

Author(s):

Horst, Paul

Publication Year:

1949

Report Number:

RM-49-04

Source:

ETS Research Memorandum

Document Type:

Report

Page Count:

20

Subject/Key Words:

Correlation, Iterative methods (Mathematics), Predictor Variables, Regression (Statistics), Regression Weights, Weighted Scores

Abstract

If we have a large number of independent variables and a dependent variable, the conventional methods for determining multiple regression constants are very laborious. An iteration method is presented which is more rapid than any with which the writer is familiar. The method selects in sequence those variables which together yield the largest multiple correlation with the criterion. At each step in the procedure, rapid estimates of the regression weights and the multiple correlation at that point are available.

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