JDS

Journal of Data Science

1680-743X 1680-743X

SOSRUC

160406

10.6339/JDS.201810_16(4).00006

Research Article

Forward Regression in R: From The Extreme Slow to the Extreme Fast

Tsagris

Michail

Department of Computer Science, University of Crete, Heraklion, Creece Papadakis

Manos

Department of Computer Science, University of Crete, Heraklion, Creece,

16 4 771 780

Forward regression has been criticised heavily and one of the many reasons is regarding its speed and its stopping criteria. The main focus of this paper is on demonstrating how to make it efficient, using R. Our method worksfor continuous predictor variables only, as the use of the partial correlation plays the most important role.

Keywords forward regression partial correlation coefficient computational efficiency