Stepwise regression involves selection of independent variables to use in a model based on an iterative process of adding or removing variables.

Robert B. Bendel, A. A. Afifi, Comparison of Stopping Rules in Forward "Stepwise" Regression, Journal of the American Statistical Association, Vol. 72, No. 357 (Mar ...

This note discusses a problem that might occur when forward stepwise regression is used for variable selection and among the candidate variables is a categorical variable with more than two categories ...