Which of These Statements Is a Characteristic of the Stepwise

question 9

Multiple Choice

Which of these statements is a characteristic of the stepwise regression procedure?
(I) It chooses the jointly most 'important' explanatory variable from a set of candidate variables
(II) It can start with no variables in the regression and then it selects first the variable with the lowest p-value
(III) It can start with no variables in the regression and then it selects first the variable with the highest p-value

• A) I only
• B) II only
• C) III only
• D) Both I and II

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