GRM Stepwise Regression - The Initial Model in Stepwise Regression
The initial model is designated the model at Step 0. The initial model always includes the regression intercept (unless No intercept has been specified.). For the backward stepwise and backward removal methods, the initial model also includes all effects specified to be included in the design for the analysis. The initial model for these methods is therefore the whole model.
For the forward stepwise and forward entry methods, the initial model always includes the regression intercept (unless the No intercept option has been specified.). The initial model may also include 1 or more specified effects to forced into the model. If j is the number specified effects to force into the model, the first j effects specified to be included in the design are entered into the model at Step 0 (for details, see the description of the Effects to forced option). Any such effects are not eligible to be removed from the model during subsequent Steps.
Effects can also be specified to be forced into the model when the backward stepwise and backward removal methods are used. As in the forward stepwise and forward entry methods, any such effects are not eligible to be removed from the model during subsequent Steps.
Topics on Building Models via Stepwise Regression
See also GRM - Index.