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Following up on @ttnphns@ttnphns: it sounds like in #1 & #3, the coefficients on the $k$ original predictors are not updated, correct? This is not a version of stepwise regression I have ever seen. Every time I see stepwise regression, all coefficients are updated.

And then, as @ttnphns notes@ttnphns notes, there is no difference between choosing the new covariate that is most strongly correlated with the residuals and choosing the one that yields the largest increase in $R^2$.

(You do know that inferential statistics and are invalid after unless you correct in non-trivial ways for the stepwise variable selection, right?)

Following up on @ttnphns: it sounds like in #1 & #3, the coefficients on the $k$ original predictors are not updated, correct? This is not a version of stepwise regression I have ever seen. Every time I see stepwise regression, all coefficients are updated.

And then, as @ttnphns notes, there is no difference between choosing the new covariate that is most strongly correlated with the residuals and choosing the one that yields the largest increase in $R^2$.

(You do know that inferential statistics and are invalid after unless you correct in non-trivial ways for the stepwise variable selection, right?)

Following up on @ttnphns: it sounds like in #1 & #3, the coefficients on the $k$ original predictors are not updated, correct? This is not a version of stepwise regression I have ever seen. Every time I see stepwise regression, all coefficients are updated.

And then, as @ttnphns notes, there is no difference between choosing the new covariate that is most strongly correlated with the residuals and choosing the one that yields the largest increase in $R^2$.

(You do know that inferential statistics and are invalid after unless you correct in non-trivial ways for the stepwise variable selection, right?)

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Stephan Kolassa
Stephan Kolassa
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Following up on @ttnphns: it sounds like in #1 & #3, the coefficients on the $k$ original predictors are not updated, correct? This is not a version of stepwise regression I have ever seen. Every time I see stepwise regression, all coefficients are updated.

And then, as @ttnphns notes, there is no difference between choosing the new covariate that is most strongly correlated with the residuals and choosing the one that yields the largest increase in $R^2$.

(You do know that inferential statistics and are invalid after unless you correct in non-trivial ways for the stepwise variable selection, right?)