Table 1 Average number of explanatory variables per equation, σx = 5
From: Step away from stepwise
Candidates | No drift | Drift | ||||
|---|---|---|---|---|---|---|
σy = 10 | σy = 20 | σy = 30 | σy = 10 | σy = 20 | σy = 30 | |
10 | 5.25 | 4.74 | 3.45 | 5.59 | 5.54 | 5.13 |
50 | 7.51 | 6.99 | 5.68 | 8.14 | 7.81 | 6.52 |
100 | 11.25 | 10.71 | 9.44 | 10.03 | 9.19 | 7.31 |
200 | 27.67 | 26.75 | 25.34 | 13.03 | 11.03 | 8.43 |
250 | 56.75 | 56.78 | 55.59 | 14.45 | 11.88 | 9.00 |
500 | 97.64 | 96.82 | 94.91 | 32.26 | 21.04 | 14.85 |
1000 | 98.55 | 97.88 | 96.92 | 70.11 | 57.30 | 42.79 |