In a forward selection stepwise regression process, the second variable to be selected from the list of potential independent variables is always the one that has the second highest correlation with the dependent variable.

Question

Quizplus · Accepted Answer

In forward selection stepwise regression, the second variable selected is the one that, when added to the model already containing the first selected variable, results in the most significant improvement of the model according to a specific criterion (like the lowest residual sum of squares or the highest increase in R-squared), not necessarily the one with the second highest correlation with the dependent variable.

In a Forward Selection Stepwise Regression Process, the Second Variable