Describe an efficient procedure for doing this

Reference no: EM131045192

Forward stepwise regression Suppose we have the QR decomposition for the N ×q matrix X1 in a multiple regression problem with response y, and we have an additional p-q predictors in the matrix X2. Denote the current residual by r. We wish to establish which one of these additional variables will reduce the residual-sum-of squares the most when included with those in X1. Describe an efficient procedure for doing this.

Reference no: EM131045192

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