P-values- backward model selection gneiss

[Fabs (Fabiola)]

Hello,

I have a quick question. If I am running a backward model selection and I want to use the P-values provided in Gneiss output to see which variables to remove to create my model. The problem is, I've downloaded the P-values but there are quite a few yo, y1, y2..... so I am unsure which and how to use this table for model selection.

Would you mind explaining the table and letting me know how to use it.

Please see the results of the model, containing all variables.

P-VALUES

Thanks

[mortonjt (Jamie Morton)]

Hi @Fabs,

I wouldn’t use the p-values for model selection, the MSE or the Rsquared calculations is a much better statistic for this, since it is summarizing over the entire model.

[Fabs (Fabiola)]

Perfect! Thanks for letting me know.