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Re: st: aic bic adjusted R-squared with svy command


From   Ronan Conroy <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: aic bic adjusted R-squared with svy command
Date   Fri, 19 Feb 2010 17:13:58 +0000

On 18 Feabh 2010, at 07:22, Björn Bünger wrote:

For each estimation type I want to conduct a (manual) stepwise regression and examine AIC / BIC or adjusted R-squared on each step.

There is general agreement that adjusted R-squared for stepwise models underestimates the model shrinkage. Harrell says that you ought to adjust R-squared for the total number of variable considered in the model, not the number actually used in the final model.


Ronan Conroy
=================================

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Royal College of Surgeons in Ireland
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