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RE: st: stepwise


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: stepwise
Date   Fri, 1 Sep 2006 21:05:36 +0100

Quite so. 

The canonical source of succinctly expressed scepticism is, I believe, 
Frank Harrell's book on "Regression modeling strategies". 

The StataCorp FAQ by Bill Sribney on stepwise quotes 
from an earlier version of the list of problems mentioned
by Harrell. 

This 2001 book is worth seeking out. It provides statistical readers 
with an easy, but argued and rational, simplification to their life. You 
should not, and therefore need not, both with stepwise
procedures ever again. 

Nick 
n.j.cox@durham.ac.uk 

Richard Williams
 
> Incidentally, I am ignoring for now all the concerns that can be 
> raised about stepwise regression!  

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