The Stepwise Algorithm for Selecting Predictors on the Basis of the Criterion from Prediction Sum of Squares
基于PRESS准则选取预报因子的逐步算法

In this paper, the stepwise algorithm for selecting predictors on the basis of the criterion from prediction sum of squares (PRESS) are discussed. The calculation of examples shows that, this algorithm not only is faster than the forward and backward algorithms , but also remains the same function as both the forward and backward algorithms. It is more efficient to find an optimum solution.