Validation of Stepwise-Based Procedure in GAMLSS

One of the key features in regression models consists selecting appropriate characteristics that explain behavior response variable, which stepwise-based procedures occupy a prominent position. In this paper we performed several simulation studies to investigate whether specific approach, namely Strategy A, properly selects authentic variables into generalized additive for location, scale and shape framework, considering Gaussian, zero inflated Poisson Weibull distributions. Continuous (with linear nonlinear relationships) categorical explanatory are considered they selected through some goodness-of-fit statistics. Overall, conclude A greatly performed.