If a backward selection process was appropriate to do, which explanatory variable would be removed first?
Understand the Problem
The question is asking which explanatory variable in a regression model should be removed first in a backward selection process, based on their p-values from t-tests.
Answer
Age, since it has the highest p-value from the t-tests.
Age, since it has the highest p-value from the t-tests, would be removed first in a backward selection process.
Answer for screen readers
Age, since it has the highest p-value from the t-tests, would be removed first in a backward selection process.
More Information
Backward elimination involves removing the least statistically significant variables, indicated by the highest p-value.
Tips
A common mistake is to remove variables with the lowest p-value first, rather than the highest.
Sources
- What is backward elimination technique - simplilearn.com
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