RE: covariate selection question
From: "Bill Bachman" bachmanw@comcast.net
Subject: RE: [NMusers] covariate selection question
Date: Fri, 20 Jan 2006 12:49:21 -0500
Mark,
While I agree that stepwise covariate selection is neither the optimal nor most statistically
rigorous method of model building, your "0 for 20" results seem contrary to numerous simulation
and analysis studies in which the stepwise results are in good, if not perfect, accord with the
known simulation model.
To me this suggests that while not that the ultimate method, it is not completely ludicrous
and could be a part of the modelers toolbox. To totally dismiss it seems a bit drastic
in my opinion.
Bill