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Multiple Linear Stepwise Regression

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Patrick Rungrugeecharoen
Patrick Rungrugeecharoen on 28 Jul 2019
Answered: Vimal Rathod on 31 Jul 2019
I'm trying to get MATLAB to do stepwise regression for me and I know there's some functions out there like stepwiselm and stepwiseglm which does this.
My dependent variable is Y.
My independdent variables are X1, X2, X3 etc.
The stepwiselm and stepwiseglm functions im MATLAB gives me a regression model such as
Y = Beta(1)X1*X2 + Beta(2)*X(1) + Beta(3)*X(2) + Beta(4)*X(3) + C
whereas I'm after
Y = Beta(1)*X(1) + Beta(2)*X(2) + Beta(3)*(X3) + C
Tried changing modelspec to constant and linear as well.
Any help would be much appreciated!

Answers (1)

Vimal Rathod
Vimal Rathod on 31 Jul 2019
You could use the upper and lower parameters in the stepwiselm and stepwiseglm functions to specify the set of independent variable terms to be present in the model equation.
Here is a link to a similar question:
Hope this helps!




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