Selection of the x Predictor Variables

In regression analysis, the selection of the most appropriate x, variables will often be necessary. As was discussed, there are several approaches to determining the optimal number backward elimination, forward selection, and 

However, before selection procedures can be used effectively, the researcher should assure that the errors are normally distributed, and the model has no significant outhers, multicoUinearity, or serial correlation. If any of these are problems, they must be addressed first. 

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