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

From   Ernest Berkhout <[email protected]>
To   [email protected]
Subject   Re: st: ...stepwise regression...
Date   Tue, 13 Apr 2004 13:05:48 +0200

At 11:48 13/04/2004, [email protected] wrote:

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

Remember Leamer's labelling of stepwise regression-- a.k.a. unwise
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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