Journal of Big Data

Table 2 Frequencies for an included variable being a nuisance variable, σ_x= 5

From: Step away from stepwise

Candidates	No drift			Drift
Candidates	σ_y = 10	σ_y = 20	σ_y = 30	σ_y = 10	σ_y = 20	σ_y = 30
10	0.048	0.055	0.073	0.106	0.113	0.131
50	0.335	0.371	0.464	0.388	0.429	0.497
100	0.556	0.599	0.693	0.507	0.570	0.645
200	0.820	0.846	0.891	0.628	0.704	0.768
250	0.912	0.927	0.948	0.667	0.745	0.804
500	0.949	0.963	0.975	0.860	0.890	0.909
1000	0.959	0.967	0.986	0.945	0.967	0.970

Back to article page