The choice of variables in the design of experiments for linear regression

Abstract

In this paper, a procedure is developed which can be used to decide if a doubtful variable should be included in an experiment to fit a linear model to a set of yields. The criterion of success of the experiment is based on the mean square error of the fitted linear model, averaged over a specified region of the independent variables. A study is made of the gains to be expected when a variable is correctly excluded.