Forward Regression in R: From The Extreme Slow to the Extreme Fast
Volume 16, Issue 4 (2018), pp. 771–780
Pub. online: 4 August 2022
Type: Research Article
Open Access
Open Access
Published
4 August 2022
4 August 2022
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.