Stepwise regression

From: Vladimir Piotrovskij Date: November 21, 2000 technical Source: cognigencorp.com
From: "Piotrovskij, Vladimir [JanBe]" <VPIOTROV@janbe.jnj.com> Subject: Stepwise regression Date: Tue, 21 Nov 2000 11:21:26 +0100 Dear NM-users, There has been recently a discussion at the S+ users list on a stepwise regression. Frank Harrell provided a reference on the following web page that contains a discussion of pitfalls of stepwise regression: http://www.pitt.edu/~wpilib/statfaq/regrfaq.html The bottom line was: "never do it." But we are doing it every day! Any opinions? Best regards, Vladimir
Nov 21, 2000 Vladimir Piotrovskij Stepwise regression
Nov 21, 2000 Niclas Jonsson Re: Stepwise regression
Nov 21, 2000 Mats Karlsson Re: Stepwise regression
Nov 23, 2000 James Wright Re: Stepwise regression
Nov 24, 2000 James Wright Re: Stepwise regression
Nov 27, 2000 Michael Fossler Stepwise regression
Dec 11, 2000 Vladimir Piotrovskij RE: Stepwise regression
Dec 11, 2000 Mats Karlsson Re: Stepwise regression