Asked by Akarshna Premanand on May 31, 2024
Verified
In a stepwise regression procedure,if two independent variables are highly correlated,then:
A) neither variable will enter the equation.
B) both variables will enter the equation
C) only one variable will enter the equation.
D) not enough information is given to answer this question.
Stepwise Regression
A method of regression analysis in which the selection of predictive variables is carried out by an automatic procedure, adding or removing predictors based on specific criteria.
Independent Variables
Variables in an experiment that are manipulated or changed to observe their effect on dependent variables.
- Acquire an understanding of the process and targets of stepwise regression.
- Explain the concept of model optimization and variable selection in regression.
Verified Answer
AN
Abdullah NaeemJun 06, 2024
Final Answer :
C
Explanation :
In stepwise regression, if two independent variables are highly correlated, only one variable will enter the equation since including both variables may cause multicollinearity issues and decrease the accuracy of the model. The algorithm will choose the variable that correlates better with the dependent variable to include in the equation.
Learning Objectives
- Acquire an understanding of the process and targets of stepwise regression.
- Explain the concept of model optimization and variable selection in regression.
Related questions
In Building a Regression Model,it Is Best to Use the ...
The Stepwise Regression Procedure Begins by Computing the Simple Regression ...
In Multiple Regression,which Procedure Permits Variables to Enter and Leave ...
What Is Stepwise Regression,and When Is It Desirable to Make ...
What Is Stepwise Regression, and When Is It Desirable to ...