|DataLab is a compact statistics package aimed at exploratory data analysis. Please visit the DataLab Web site for more information....|
|Home Features of DataLab Mathematical/Statistical Analysis Modelling Multiple Regression Multiple Linear Regression Variable Selection|
|See also: MLR - Multiple Linear Regression, Detection of Multicollinearities
The command Math/Multiple Regression/Multiple Linear Regression/Variable Selection allows to automatically select a set of "best" variables. For that purpose the following four selection methods are available:
In the table at the right ("Selected Models") DataLab shows a list of best sub-models as the emerge during the selection process. Each model is described by the following parameters:
After the variable selection has been completed DataLab indicates the best model by inverting the color of the best model. You can change the selection of the model at any time by clicking the list of models. The selected model may be copied into the MLR window by clicking the button .
Details on the results of the variable selection can be obtained by clicking the button .