matlab中stepwise,Stepwise Regression

Compare large and small stepwise models

This example shows how to compare models that stepwiselm returns starting from a constant model and starting from a full interaction model.

Load the carbig data and create a table from some of the data.

load carbig

tbl = table(Acceleration,Displacement,Horsepower,Weight,MPG);

Create a mileage model stepwise starting from the constant model.

mdl1 = stepwiselm(tbl,'constant','ResponseVar','MPG')

1. Adding Weight, FStat = 888.8507, pValue = 2.9728e-103

2. Adding Horsepower, FStat = 3.8217, pValue = 0.00049608

3. Adding Horsepower:Weight, FStat = 64.8709, pValue = 9.93362e-15

mdl1 =

Linear regression model:

MPG ~ 1 + Horsepower*Weight

Estimated Coefficients:

Estimate SE tStat pValue

__________ __________ _______ ________