Defines the smallest p-value for removing variables.
A double
containing the smallest p-value for removing variables from the model.
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.
StepwiseRegression Class | Imsl.Stat Namespace