In Stepwise Multiple Regression, a Predictor Variable May Not Enter

question 11

Short Answer

In stepwise multiple regression, a predictor variable may not enter the regression equation even though it correlates highly with the criterion variable. Why?

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Definitions:

Ch-Squared Distribution

A statistical distribution describing the sum of the squares of variables that follow a standard normal distribution; often used in hypothesis testing.

Degrees of Freedom

The number of independent values or quantities which can be assigned to a statistical distribution or test without violating any constraints.

Confidence Interval

An estimated range of values calculated from a sample that is likely to cover the true population parameter with a certain level of confidence.

Population Variance

A measure of the dispersion or spread of a set of data points in a population, quantifying how much the members of a population differ from the population mean.