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RE: st: stepwise regression


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: stepwise regression
Date   Tue, 13 Apr 2004 17:10:58 +0100

I don't know what other listservers you
follow, but we had one such thread recently
on Statalist, starting a week ago, and the topic is recurrent. 

In most cases, each thread is a constant (reference 
to the Bill Sribney FAQ and the Frank Harrell book)
plus a variable (e.g. Ron´┐Żn Conroy's spirited 
reply last Tuesday). 

If more people read the archives, as you suggest,
and also the FAQ, then such threads might not occur: 
a mixed blessing given the animosity which stepwise
procedures attract and the cathartic effect of fulminating
against them. 

Nick 
[email protected] 

[email protected]
 
> I forget if it was on this listserver or another, but there was an
> interesting thread recently on the problems with automated regression
> procedures, such as best subsets and stepwise.  You may want 
> to look in the
> archives to see if it was on this list.

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