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Re: st: ...stepwise regression...


From   Ernest Berkhout <ernestb@seo.fee.uva.nl>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ...stepwise regression...
Date   Tue, 13 Apr 2004 13:05:48 +0200

At 11:48 13/04/2004, Christer.Thrane@hil.no wrote:
Hi,

Prior research and/or theoretical rationales and/or common wisdom are three
much used sources for selecting independent variables in a regeression
model...

Remember Leamer's labelling of stepwise regression-- a.k.a. unwise
regression
I totally agree with the most commonly expressed views on stepwise regression on this list. But for the purpose,
depending on what Fabio's 500 variables actually seem to measure, might a reduction of that number using factor analysis be a possibility? If so, the three above mentioned sources are still needed very much...!


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