Forward Stepwise Regression Algorithm (Scripts) Publisher's description
from Marco B.
Forward stepwise model selection algorithm
Forward stepwise model selection algorithm: Variables are sequentially added to the active set of variables. The procedure does not involve any tests of statistical significance of the potential covariates; instead, it produces a ranking that corresponds to the order of variables as they enter the active set.
The function can be provided with a dataset of size (K+1)xN (N observations, K predictors, one explained variable).
System Requirements:MATLAB 7.8 (R2009a)
Program Release Status: New Release
Program Install Support: Install and Uninstall