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Re: st: any virtues to stepwise regression?
This may be the case with Lee's proposed new perioperative cardiac risk
index, in which the goal is to predict who will have trouble
perioperatively. Two of the 6 variables that he fleshed out in his
"derivation sample" (stepwise regression) did not pan out in his
"validation sample" (all-at-once regression); yet he reported a
6-variable index, rather than the 4-variable one.
Christopher W. Ryan, MD
SUNY Upstate Medical University Clinical Campus at Binghamton
and Wilson Family Practice Residency, Johnson City, NY
GnuPG and PGP public keys available at http://pgp.mit.edu
Richard Williams wrote: . . . . .
It is also sometimes argued that stepwise isn't so bad if your goal is
prediction rather than explanation (e.g. if you've got a formula that
accurately picks the winners of horse race, what do you care why it
works, so long as it does?)
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