Stepwise regression
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