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

From: Step away from stepwise

Candidates No drift Drift
σy = 10 σy = 20 σy = 30 σy = 10 σy = 20 σy = 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