In stepwise regression procedure, the independent variable with the largest F-statistic, or equally with the smallest p-value, is chosen as the first entering variable. The standard, also called the F-to-enter, is usually set at F equals:
A) 4
B) 2
C) 5
D) 0
E) 1

Question

Quizplus · Accepted Answer

In stepwise regression, the F-to-enter value is typically set at 4, which means a variable must have an F-statistic of at least 4 to be considered for entry into the model.

In Stepwise Regression Procedure, the Independent Variable with the Largest