Re: Stepwise regression

From: James Wright <J.G.Wright@ncl.ac.uk> Subject: Re: Stepwise regression Date: Thu, 23 Nov 2000 15:14:47 +0000 Dear nmusers, If anyone is in doubt about the validity of the advice below "Subset selection in Regression" by A.Miller is extremely convincing. It focuses on settings with far more data than we conventionally have and stepwise selection still fails. Samples rarely contain enough data to make numerous (conditioned) decisions for you - use other sources of knowledge whenever you can. Neural networks are interesting alternative approach to covariate models, with there own pitfalls. Regards, James Wright