IMSL C# Numerical Library

StepwiseRegression.PValueOut Property

Defines the smallest p-value for removing variables.

public virtual double PValueOut {set;}

Property Value

A double containing the smallest p-value for removing variables from the model.

Remarks

Variables with p-values greater than PValueOut may leave the model. PValueOut must be greater than or equal to PValueIn. A common choice for PValueOut is 2*PValueIn. Forward regression does not use this value.

By default, PValueOut = 0.10.

See Also

StepwiseRegression Class | Imsl.Stat Namespace