GFDL - Geophysical Fluid Dynamics Laboratory

Publication 8402

Lanzante J., 1984: Strategies for assessing skill and significance of
screening regression models with emphasis on Monte Carlo techniques.

J. Clim. Appl. Meteor., 23, 1454-1458.


This paper reviews the considerations in evaluating the skill and
significance of screening multiple linear regression (SMLR) models.
Formulations and procedures are given along with relevant references to
prior studies. Topics discussed include predictor selection, serial
correlation, artificial skill, true skill, and Monte Carlo significance
testing. New results with wide applicability in the assessment of SMLR
model skill and significance are presented in graphical form. However, the
results are restricted to situations involving predictors which are
independent of one another and are serially uncorrelated. The methodology
presented is suggested for use in both model evaluation and experimental