Referring to Rules: Stepwise Regression Control Panel (jmp.com) and Example of the Combine Rule : JMP Help
Could somebody please further elaborate on the 2 tests when considering the entry for a term. It would also be immensely helpful if the explanation was based on stepwise backward selection.
"Calculates p-values for two separate tests when considering entry for a term that has precedents. The first p-value, p1, is calculated by grouping the term with its precedent terms and testing the group’s significance probability for entry as a joint F test. The second p-value, p2, is the result of testing the term’s significance probability for entry after the precedent terms have already entered into the model. The final significance probability for entry for the term that has precedents is max(p1, p2)."
1. "The first p-value, p1, is calculated by grouping the term with its precedent terms and testing the group’s significance probability for entry as a joint F test." - is a partial F test being conducted where the restricted model is the cross term and the precedents. The unrestricted model includes all the predictor involved. Hence, we are testing the effect of the 3 variables.
2. The second p-value, p2, is the result of testing the term’s significance probability for entry after the precedent terms have already entered into the model. The final significance probability for entry for the term that has precedents is max(p1, p2).
- Does that mean the deciding factor is p2
- The larger P value compared to p1 and p2, will have the higher degree of freedom.
I am having trouble understanding the criteria for selection.
What I do understand is that, in a stepwise regression when the precedent term is removed by default the cross terms are also removed.
Thank you in advance!