Forward Regression in R: From The Extreme Slow to the Extreme Fast
Volume 16, Issue 4 (2018), pp. 771–780
Pub. online: 24 February 2021
Type: Research Article
Open Access
Open Access
Published
24 February 2021
24 February 2021
Abstract
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.