Create Linear Regression Model Using Stepwise Regression - MATLAB Stepwiselm - MathWorks India

2/3/2017 Create linear regression model using stepwise regression - MATLAB stepwiselm - MathWorks India
stepwiselm
Create linear regression model using stepwise regression
Syntax
mdl = stepwiselm(tbl,modelspec) example
mdl = stepwiselm(X,y,modelspec) example
mdl = stepwiselm(___,Name,Value) example
Description
mdl = stepwiselm(tbl,modelspec)returns a linear model for the variables in the table or dataset example
array tblusing stepwise regression to add or remove predictors. stepwiselmuses forward and
backward stepwise regression to determine a final model. At each step, the function searches for
terms to add to or remove from the model based on the value of the 'Criterion'argument.
modelspecis the starting model for the stepwise procedure.
example
mdl = stepwiselm(X,y,modelspec)creates a linear model of the responses yto the predictor
variables in the data matrix X, using stepwise regression to add or remove predictors. modelspecis
the starting model for the stepwise procedure.
example
mdl = stepwiselm(___,Name,Value)creates a linear model for any of the inputs in the previous
syntaxes, with additional options specified by one or more Name,Valuepair arguments.
For example, you can specify the categorical variables, the smallest or largest set of terms to use in
the model, the maximum number of steps to take, or the criterion stepwiselmuses to add or
remove terms.
Examples collapse all
Fit a Linear Model Using Stepwise Regression
Load the sample data.

Open Script
load hald
haldcontains hardening data for 13 different concrete compositions. heatis the heat of hardening after 180
days. ingredientsis the percentage of each different ingredient in the cement sample.
Fit a linear model to the data. Set the criterion value to enter the model as 0.06.
mdl = stepwiselm(ingredients,heat,'PEnter',0.06)
https://in.mathworks.com/help/stats/stepwiselm.html?requestedDomain=www.mathworks.com 1/15
1. Adding x4, FStat = 22.7985, pValue = 0.000576232

2. Adding x1, FStat = 108.2239, pValue = 1.105281e-06
3. Adding x2, FStat = 5.0259, pValue = 0.051687
4. Removing x4, FStat = 1.8633, pValue = 0.2054
mdl =
Linear regression model:

y ~ 1 + x1 + x2
Estimated Coefficients:
Estimate SE tStat pValue
________ ________ ______ __________
(Intercept) 52.577 2.2862 22.998 5.4566e-10

x1 1.4683 0.1213 12.105 2.6922e-07
x2 0.66225 0.045855 14.442 5.029e-08
Number of observations: 13, Error degrees of freedom: 10

Root Mean Squared Error: 2.41
R-squared: 0.979, Adjusted R-Squared 0.974
F-statistic vs. constant model: 230, p-value = 4.41e-09
By default, the starting model is the constant model. stepwiselmperforms forward selection and x4, x1, and
x2, respectively, as the corresponding -values are less than the PEntervalue of 0.06. stepwiselmlater
uses backward elimination and eliminates x4from the model because, once x2is in the model, the -value of
x4is higher than the default value of PRemove, 0.1.
Stepwise Regression Using Specified Model Formula and Variables
Perform stepwise regression using variables stored in a dataset

array. Specify the starting model using Wilkinson notation, and Open Script
identify the response and predictor variables using optional
arguments.
Load the sample data.
load hospital
The hospital dataset array includes the gender, age, weight, and smoking status of patients.
Fit a linear model with a starting model of a constant term and Smokeras the predictor variable. Specify the
response variable, Weight, and categorical predictor variables, Sex, Age, and Smoker.
mdl = stepwiselm(hospital,'Weight~1+Smoker',...
'ResponseVar','Weight','PredictorVars',{'Sex','Age','Smoker'},...
'CategoricalVar',{'Sex','Smoker'})
1. Adding Sex, FStat = 770.0158, pValue = 6.262758e-48

2. Removing Smoker, FStat = 0.21224, pValue = 0.64605
mdl =

Weight ~ 1 + Sex
________ ______ ______ ___________
(Intercept) 130.47 1.1995 108.77 5.2762e-104

Sex_Male 50.06 1.7496 28.612 2.2464e-49

At each step, stepwiselmsearches for terms to add and remove. At first step, stepwise algorithm adds Sex
to the model with a -value of 6.26e-48. Then, removes Smoker from the model, since given Sexin the model,
the variable Smokerbecomes redundant. stepwiselmonly includes Sexin the final linear model. The weight
of the patients do not seem to differ significantly according to age or the status of smoking.
Related Examples
Compare large and small stepwise models
Linear Regression
Input Arguments collapse all
tbl Input data

table | dataset array
Input data, specified as a table or dataset array. When modelspecis a formula, it specifies the variables to
be used as the predictors and response. Otherwise, if you do not specify the predictor and response
variables, the last variable is the response variable and the others are the predictor variables by default.
Predictor variables can be numeric, or any grouping variable type, such as logical or categorical (see
Grouping Variables). The response must be numeric or logical.
To set a different column as the response variable, use the ResponseVarname-value pair argument. To use a
subset of the columns as predictors, use the PredictorVarsname-value pair argument.
Data Types: single| double| logical
X Predictor variables
matrix
Predictor variables, specified as an n-by-p matrix, where n is the number of observations and p is the number
of predictor variables. Each column of Xrepresents one variable, and each row represents one observation.
By default, there is a constant term in the model, unless you explicitly remove it, so do not include a column
of 1s in X.
y Response variable
vector
Response variable, specified as an n-by-1 vector, where n is the number of observations. Each entry in yis
the response for the corresponding row of X.
Data Types: single| double
modelspec Starting model

character vector specifying the model | t-by-(p+1) terms matrix | character vector of the form 'Y ~
terms'
Starting model for the stepwise regression, specified as one of the following:
Character vector specifying the type of starting model.
Character Vector Starting Model Type
'constant' Model contains only a constant (intercept) term.
'linear' Model contains an intercept and linear terms for each predictor.
'interactions' Model contains an intercept, linear terms for each predictor, and all
products of pairs of distinct predictors (no squared terms).
'purequadratic' Model contains an intercept, linear terms, and squared terms for each
predictor.
'quadratic' Model contains an intercept, linear terms, interactions, and squared

terms for each predictor.
'polyijk' Model is a polynomial with all terms up to degree iin the first predictor,
degree jin the second predictor, etc. Use numerals 0through 9. For
example, 'poly2111'has a constant plus all linear* and product
terms, and also contains terms with predictor 1 squared.
If you want to specify the smallest or largest set of terms in the model that stepwiselmfits, use the
Lowerand Uppername-value pair arguments.
t-by-(p+1) matrix, namely a terms matrix, specifying terms to include in model, where t is the number of
terms and p is the number of predictor variables, and plus one is for the response variable.
Character vector representing a formula in the form
'Y ~ terms',
where the termsare in Wilkinson Notation.
Note: All the terms stepwiselmreturns are linear in the coefficients.
Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Valuearguments. Nameis the argument name and Valueis the
corresponding value. Namemust appear inside single quotes (' '). You can specify several name and value pair
arguments in any order as Name1,Value1,...,NameN,ValueN.
Example: 'Criterion','aic','Upper',interactions,'Verbose',1instructs stepwiselmto use the Akaike

information criterion, display the action it takes at each step, and include at most the interaction terms in the
model.
collapse all
'CategoricalVars' Categorical variables

cell array of character vectors | logical or numeric index vector
Categorical variables in the fit, specified as the comma-separated pair consisting of 'CategoricalVars'and
either a cell array of character vectors of the names of the categorical variables in the table or dataset array
tbl, or a logical or numeric index vector indicating which columns are categorical.
If data is in a table or dataset array tbl, then the default is to treat all categorical or logical variables,
character arrays, or cell arrays of character vectors as categorical variables.
If data is in matrix X, then the default value of this name-value pair argument is an empty matrix []. That
is, no variable is categorical unless you specify it.
For example, you can specify the observations 2 and 3 out of 6 as categorical using either of the following
examples.
Example: 'CategoricalVars',[2,3]
Example: 'CategoricalVars',logical([0 1 1 0 0 0])
'Criterion' Criterion to add or remove terms

'sse'(default) | 'aic'| 'bic'| 'rsquared'| 'adjrsquared'
Criterion to add or remove terms, specified as the comma-separated pair consisting of 'Criterion'and one
of the following:
'sse' Default for stepwiselm. p-value for an F-test of the change in the sum of squared error by adding
or removing the term.
'aic' Change in the value of Akaike information criterion (AIC).
'bic' Change in the value of Bayesian information criterion (BIC).
'rsquared' Increase in the value of R2 .
'adjrsquared' Increase in the value of adjusted R2 .
Example: 'Criterion','bic'
'Exclude' Observations to exclude

logical or numeric index vector
Observations to exclude from the fit, specified as the comma-separated pair consisting of 'Exclude'and a
logical or numeric index vector indicating which observations to exclude from the fit.
For example, you can exclude observations 2 and 3 out of 6 using either of the following examples.
Example: 'Exclude',[2,3]
Example: 'Exclude',logical([0 1 1 0 0 0])
'Intercept' Indicator for constant term

true(default) | false
Indicator the for constant term (intercept) in the fit, specified as the comma-separated pair consisting of
'Intercept'and either trueto include or falseto remove the constant term from the model.
Use 'Intercept'only when specifying the model using a character vector, not a formula or matrix.
Example: 'Intercept',false
'Lower' Model specification describing terms that cannot be removed from model
'constant'(default)
Model specification describing terms that cannot be removed from the model, specified as the comma-
separated pair consisting of 'Lower'and one of the options for modelspecnaming the model.
Example: 'Lower','linear'
'NSteps' Number of steps to take

no limit (default) | positive integer
Number of steps to take, specified as the comma-separated pair consisting of 'NSteps'and a positive
integer.
'PEnter' Improvement measure for adding term

scalar value
Improvement measure for adding a term, specified as the comma-separated pair consisting of 'PEnter'and
a scalar value. The default values are below.
Criterion Default value Decision
'Deviance' 0.05 If the p-value of F or chi-squared

statistic is smaller than PEnter, add
the term to the model.
'SSE' 0.05 If the SSE of the model is smaller

than PEnter, add the term to the
model.
'AIC' 0 If the change in the AIC of the model

is smaller than PEnter, add the term
to the model.
'BIC' 0 If the change in the BIC of the model

is smaller than PEnter, add the term
to the model.
'Rsquared' 0.1 If the increase in the R-squared of

the model is larger than PEnter, add
the term to the model.
'AdjRsquared' 0 If the increase in the adjusted R-

squared of the model is larger than
PEnter, add the term to the model.
For more information on the criteria, see Criterionname-value pair argument.
Example: 'PEnter',0.075
'PredictorVars' Predictor variables

cell array of character vectors | logical or numeric index vector
Predictor variables to use in the fit, specified as the comma-separated pair consisting of 'PredictorVars'
and either a cell array of character vectors of the variable names in the table or dataset array tbl, or a logical
or numeric index vector indicating which columns are predictor variables.
The character vectors should be among the names in tbl, or the names you specify using the 'VarNames'
name-value pair argument.
The default is all variables in X, or all variables in tblexcept for ResponseVar.
For example, you can specify the second and third variables as the predictor variables using either of the
following examples.
Example: 'PredictorVars',[2,3]
Example: 'PredictorVars',logical([0 1 1 0 0 0])
Data Types: single| double| logical| cell
'PRemove' Improvement measure for removing term

scalar value
Improvement measure for removing a term, specified as the comma-separated pair consisting of 'PRemove'
and a scalar value.
Criterion Default value Decision
'Deviance' 0.10 If the p-value of F or chi-squared

statistic is larger than PRemove,
remove the term from the model.
'SSE' 0.10 If the p-value of the F statistic is

larger than PRemove, remove the
term from the model.
'AIC' 0.01 If the change in the AIC of the model

is larger than PRemove, remove the
'BIC' 0.01 If the change in the BIC of the model

is larger than PRemove, remove the
'Rsquared' 0.05 If the increase in the R-squared

value of the model is smaller than
PRemove, remove the term from the
model.
'AdjRsquared' -0.05 If the increase in the adjusted R-

squared value of the model is
smaller than PRemove, remove the
At each step, stepwise algorithm also checks whether any term is redundant (linearly dependent) with other
terms in the current model. When any term is linearly dependent with other terms in the current model, it is
removed, regardless of the criterion value.
For more information on the criteria, see Criterionname-value pair argument.
Example: 'PRemove',0.05
'ResponseVar' Response variable

last column in tbl(default) | character vector containing variable name | logical or numeric index
vector
Response variable to use in the fit, specified as the comma-separated pair consisting of 'ResponseVar'and
either a character vector containing the variable name in the table or dataset array tbl, or a logical or numeric
index vector indicating which column is the response variable. You typically need to use 'ResponseVar'
when fitting a table or dataset array tbl.
For example, you can specify the fourth variable, say yield, as the response out of six variables, in one of
the following ways.
Example: 'ResponseVar','yield'
Example: 'ResponseVar',[4]
Example: 'ResponseVar',logical([0 0 0 1 0 0])
Data Types: single| double| logical| char
'Upper' Model specification describing largest set of terms in fit

'interaction'(default) | character vector
Model specification describing the largest set of terms in the fit, specified as the comma-separated pair
consisting of 'Upper'and one of the character vector options for modelspecnaming the model.
Example: 'Upper','quadratic'
'VarNames' Names of variables in fit

{'x1','x2',...,'xn','y'}(default) | cell array of character vectors
Names of variables in fit, specified as the comma-separated pair consisting of 'VarNames'and a cell array of
character vectors including the names for the columns of Xfirst, and the name for the response variable y
last.
'VarNames'is not applicable to variables in a table or dataset array, because those variables already have
names.
For example, if in your data, horsepower, acceleration, and model year of the cars are the predictor variables,
and miles per gallon (MPG) is the response variable, then you can name the variables as follows.
Example: 'VarNames',{'Horsepower','Acceleration','Model_Year','MPG'}
Data Types: cell
'Verbose' Control for display of information

1(default) | 0| 2
Control for display of information, specified as the comma-separated pair consisting of 'Verbose'and one of
the following:
0 Suppress all display.

1 Display the action taken at each step.
2 Also display the actions evaluated at each step.
Example: 'Verbose',2
'Weights' Observation weights

ones(n,1)(default) | n-by-1 vector of nonnegative scalar values
Observation weights, specified as the comma-separated pair consisting of 'Weights'and an n-by-1 vector of
nonnegative scalar values, where n is the number of observations.
Output Arguments collapse all
mdl Linear model

LinearModelobject
Linear model representing a least-squares fit of the response to the data, returned as a LinearModelobject.
For the properties and methods of the linear model object, mdl, see the LinearModelclass page.
Alternative Functionality
You can construct a model using fitlm, and then manually adjust the model using step, addTerms, or
removeTerms.
More About collapse all
Terms Matrix
A terms matrix is a t-by-(p + 1) matrix specifying terms in a model, where t is the number of terms, p is the
number of predictor variables, and plus one is for the response variable.
The value of T(i,j)is the exponent of variable jin term i. Suppose there are three predictor variables A, B,
and C:
[0 0 0 0] % Constant term or intercept

[0 1 0 0] % B; equivalently, A^0 * B^1 * C^0
[1 0 1 0] % A*C
[2 0 0 0] % A^2
[0 1 2 0] % B*(C^2)
The 0at the end of each term represents the response variable. In general,
If you have the variables in a table or dataset array, then 0must represent the response variable
depending on the position of the response variable. The following example illustrates this.
Load the sample data and define the dataset array.
load hospital
dsa = dataset(hospital.Sex,hospital.BloodPressure(:,1),hospital.Age,...
hospital.Smoker,'VarNames',{'Sex','BloodPressure','Age','Smoker'});
Represent the linear model 'BloodPressure ~ 1 + Sex + Age + Smoker'in a terms matrix. The
response variable is in the second column of the dataset array, so there must be a column of 0s for the
response variable in the second column of the terms matrix.
T = [0 0 0 0;1 0 0 0;0 0 1 0;0 0 0 1]
T=
0 0 0 0
1 0 0 0
0 0 1 0
0 0 0 1
Redefine the dataset array.
dsa = dataset(hospital.BloodPressure(:,1),hospital.Sex,hospital.Age,...
hospital.Smoker,'VarNames',{'BloodPressure','Sex','Age','Smoker'});
Now, the response variable is the first term in the dataset array. Specify the same linear model,
'BloodPressure ~ 1 + Sex + Age + Smoker', using a terms matrix.
T = [0 0 0 0;0 1 0 0;0 0 1 0;0 0 0 1]
T=
0 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
If you have the predictor and response variables in a matrix and column vector, then you must include 0for
the response variable at the end of each term. The following example illustrates this.
Load the sample data and define the matrix of predictors.
load carsmall
X = [Acceleration,Weight];
Specify the model 'MPG ~ Acceleration + Weight + Acceleration:Weight + Weight^2'using a

term matrix and fit the model to the data. This model includes the main effect and two-way interaction
terms for the variables, Accelerationand Weight, and a second-order term for the variable, Weight.
T = [0 0 0;1 0 0;0 1 0;1 1 0;0 2 0]
T=
0 0 0
1 0 0
0 1 0
1 1 0
0 2 0
Fit a linear model.
mdl = fitlm(X,MPG,T)
mdl =

y ~ 1 + x1*x2 + x2^2
(Intercept) 48.906 12.589 3.8847 0.00019665
x1 0.54418 0.57125 0.95261 0.34337
x2 -0.012781 0.0060312 -2.1192 0.036857
x1:x2 -0.00010892 0.00017925 -0.6076 0.545
x2^2 9.7518e-07 7.5389e-07 1.2935 0.19917

Only the intercept and x2term, which correspond to the Weightvariable, are significant at the 5%
significance level.
Now, perform a stepwise regression with a constant model as the starting model and a linear model with
interactions as the upper model.
T = [0 0 0;1 0 0;0 1 0;1 1 0];

mdl = stepwiselm(X,MPG,[0 0 0],'upper',T)
1. Adding x2, FStat = 259.3087, pValue = 1.643351e-28
mdl =

y ~ 1 + x2
(Intercept) 49.238 1.6411 30.002 2.7015e-49
x2 -0.0086119 0.0005348 -16.103 1.6434e-28

The results of the stepwise regression are consistent with the results of fitlmin the previous step.
Formula
A formula for model specification is a character vector of the form 'Y ~ terms'
where
Yis the response name.

termscontains
Variable names
+means include the next variable
-means do not include the next variable
:defines an interaction, a product of terms
*defines an interaction and all lower-order terms
^raises the predictor to a power, exactly as in *repeated, so ^includes lower order terms as well
()groups terms
Note: Formulas include a constant (intercept) term by default. To exclude a constant term from the model,
include -1in the formula.
For example,
'Y ~ A + B + C'means a three-variable linear model with intercept.

'Y ~ A + B + C - 1'is a three-variable linear model without intercept.
'Y ~ A + B + C + B^2'is a three-variable model with intercept and a B^2term.
'Y ~ A + B^2 + C'is the same as the previous example because B^2includes a Bterm.
'Y ~ A + B + C + A:B'includes an A*Bterm.
'Y ~ A*B + C'is the same as the previous example because A*B = A + B + A:B.
'Y ~ A*B*C - A:B:C'has all interactions among A, B, and C, except the three-way interaction.
'Y ~ A*(B + C + D)'has all linear terms, plus products of Awith each of the other variables.
Wilkinson Notation
Wilkinson notation describes the factors present in models. The notation relates to factors present in models,
not to the multipliers (coefficients) of those factors.
Wilkinson Notation Factors in Standard Notation
1 Constant (intercept) term

2
A^k, where kis a positive integer A, A, ..., Ak
A+B A, B
A*B A, B, A*B
A:B A*Bonly
-B Do not include B
A*B + C A, B, C, A*B
A + B + C + A:B A, B, C, A*B
A*B*C - A:B:C A, B, C, A*B, A*C, B*C
A*(B + C) A, B, C, A*B, A*C
Statistics and Machine Learning Toolbox notation always includes a constant term unless you explicitly
remove the term using -1.
Tips
You cannot use robust regression with stepwise regression. Check your data for outliers before using
stepwiselm.
For other methods such as anova, or properties of the LinearModelobject, see LinearModel.
Algorithms
Stepwise regression is a systematic method for adding and removing terms from a linear or generalized linear
model based on their statistical significance in explaining the response variable. The method begins with an
initial model, specified using modelspec, and then compares the explanatory power of incrementally larger
and smaller models.
MATLAB uses forward and backward stepwise regression to determine a final model. At each step, the
method searches for terms to add to or remove from the model based on the value of the 'Criterion'
argument. The default value of 'Criterion'is 'sse', and in this case, stepwiselmuses the p-value of an F-
statistic to test models with and without a potential term at each step. If a term is not currently in the model,
the null hypothesis is that the term would have a zero coefficient if added to the model. If there is sufficient
evidence to reject the null hypothesis, the term is added to the model. Conversely, if a term is currently in the
model, the null hypothesis is that the term has a zero coefficient. If there is insufficient evidence to reject the
null hypothesis, the term is removed from the model.
Here is how stepwise proceeds when 'Criterion'is 'sse':
1. Fit the initial model.

2. Examine a set of available terms not in the model. If any of these terms have p-values less than an
entrance tolerance (that is, if it is unlikely that they would have zero coefficient if added to the model),
add the one with the smallest p-value and repeat this step; otherwise, go to step 3.
3. If any of the available terms in the model have p-values greater than an exit tolerance (that is, the
hypothesis of a zero coefficient cannot be rejected), remove the one with the largest p-value and go to
step 2; otherwise, end.
At any stage, the function will not add a higher-order term if the model does not also include all lower-order
terms that are subsets of it. For example, it will not try to add the term X1:X2^2unless both X1and X2^2are
already in the model. Similarly, the function will not remove lower-order terms that are subsets of higher-order
terms that remain in the model. For example, it will not examine to remove X1or X2^2if X1:X2^2stays in the
model.
The default for stepwiseglmis 'Deviance'and it follows a similar procedure for adding or removing terms.
There are several other criteria available, which you can specify using the 'Criterion'argument. You can
use the change in the value of the Akaike information criterion, Bayesian information criterion, R-squared,
adjusted R-squared as a criterion to add or remove terms.
Depending on the terms included in the initial model and the order in which terms are moved in and out, the
method might build different models from the same set of potential terms. The method terminates when no
single step improves the model. There is no guarantee, however, that a different initial model or a different
sequence of steps will not lead to a better fit. In this sense, stepwise models are locally optimal, but might
not be globally optimal.
Stepwise Regression
See Also
fitlm| LinearModel| step
Introduced in R2013b

Create Linear Regression Model Using Stepwise Regression - MATLAB Stepwiselm - MathWorks India

Caricato da

Informazioni sul documento

Copyright

Formati disponibili

Condividi questo documento

Condividi o incorpora il documento

Opzioni di condivisione

Hai trovato utile questo documento?

Questo contenuto è inappropriato?

Copyright:

Formati disponibili

Create Linear Regression Model Using Stepwise Regression - MATLAB Stepwiselm - MathWorks India

Caricato da

Copyright:

Formati disponibili

2/3/2017 Create linear regression model using stepwise regression - MATLAB stepwiselm - MathWorks India

mdl = stepwiselm(tbl,modelspec) example

mdl = stepwiselm(X,y,modelspec) example

mdl = stepwiselm(___,Name,Value) example

Examples collapse all

Fit a Linear Model Using Stepwise Regression

Load the sample data.

1. Adding x4, FStat = 22.7985, pValue = 0.000576232

Linear regression model:

(Intercept) 52.577 2.2862 22.998 5.4566e-10

Number of observations: 13, Error degrees of freedom: 10

Stepwise Regression Using Specified Model Formula and Variables

Perform stepwise regression using variables stored in a dataset

Load the sample data.

1. Adding Sex, FStat = 770.0158, pValue = 6.262758e-48

Linear regression model:

(Intercept) 130.47 1.1995 108.77 5.2762e-104

Number of observations: 100, Error degrees of freedom: 98

Input Arguments collapse all

tbl Input data

Data Types: single| double| logical

Data Types: single| double| logical

Data Types: single| double

modelspec Starting model

Character vector specifying the type of starting model.

Character Vector Starting Model Type

'constant' Model contains only a constant (intercept) term.

'quadratic' Model contains an intercept, linear terms, interactions, and squared

Note: All the terms stepwiselmreturns are linear in the coefficients.

Name-Value Pair Arguments

Example: 'Criterion','aic','Upper',interactions,'Verbose',1instructs stepwiselmto use the Akaike

'CategoricalVars' Categorical variables

Example: 'CategoricalVars',logical([0 1 1 0 0 0])

Data Types: single| double| logical

'Criterion' Criterion to add or remove terms

'Exclude' Observations to exclude

Example: 'Exclude',logical([0 1 1 0 0 0])

Data Types: single| double| logical

'Intercept' Indicator for constant term

'NSteps' Number of steps to take

Data Types: single| double

'PEnter' Improvement measure for adding term

Criterion Default value Decision

'Deviance' 0.05 If the p-value of F or chi-squared

'SSE' 0.05 If the SSE of the model is smaller

'AIC' 0 If the change in the AIC of the model

'BIC' 0 If the change in the BIC of the model

'Rsquared' 0.1 If the increase in the R-squared of

'AdjRsquared' 0 If the increase in the adjusted R-

For more information on the criteria, see Criterionname-value pair argument.

'PredictorVars' Predictor variables

The default is all variables in X, or all variables in tblexcept for ResponseVar.

Example: 'PredictorVars',logical([0 1 1 0 0 0])

Data Types: single| double| logical| cell

'PRemove' Improvement measure for removing term

Criterion Default value Decision

'Deviance' 0.10 If the p-value of F or chi-squared

'SSE' 0.10 If the p-value of the F statistic is

'AIC' 0.01 If the change in the AIC of the model

'BIC' 0.01 If the change in the BIC of the model

'Rsquared' 0.05 If the increase in the R-squared

'AdjRsquared' -0.05 If the increase in the adjusted R-

For more information on the criteria, see Criterionname-value pair argument.

'ResponseVar' Response variable

ABC - A:B:C A, B, C, AB, AC, B*C

A(B + C) A, B, C, AB, A*C