The levels of priority for variables entering and leaving the regression.
An int array containing the levels of entry into the model for each variable.
Each variable is assigned a positive value which indicates its level of entry into the model. A variable can enter the model only after all variables with smaller nonzero levels of entry have entered. Similarly, a variable can only leave the model after all variables with higher levels of entry have left. Variables with the same level of entry compete for entry (deletion) at each step. A value Levels[i]=0 means the i-th variable never enters the model. A value Levels[i]=-1 means the i-th variable is the dependent variable. The last element in Levels must correspond to the dependent variable, except when the variance-covariance or sum-of-squares and crossproducts matrix is supplied.
By default, Levels = {1, 1, ..., 1, -1}, where -1 corresponds to the dependent variable.
StepwiseRegression Class | Imsl.Stat Namespace | Force