I want to know the difference between Forward(Conditional) and Forward(LR) in variable selection method in logistic regression.
Here is quick explanation from IBM :
https://www.ibm.com/support/knowledgecenter/ko/SSLVMB_23.0.0/spss/regression/logistic_regression_methods.html
- Forward Selection (Conditional). Stepwise selection method with entry testing based on the significance of the score statistic, and removal testing based on the probability of a likelihood-ratio statistic based on conditional parameter estimates.
- Forward Selection (Likelihood Ratio). Stepwise selection method with entry testing based on the significance of the score statistic, and removal testing based on the probability of a likelihood-ratio statistic based on the maximum partial likelihood estimates.
I cannot find any relevant info about "probability of a likelihood-ratio statistic based on conditional parameter estimates" and "probability of a likelihood-ratio statistic based on the maximum partial likelihood estimates".
Can anyone explain or at least direct me to the textbook/paper that those procedures were based on?
#SPSSStatistics#Support#SupportMigration