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

From   Ronan Conroy <>
To   "" <>
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
Royal College of Surgeons in Ireland
Epidemiology Department,
Beaux Lane House, Dublin 2, Ireland
+353 (0)1 402 2431
+353 (0)87 799 97 95
+353 (0)1 402 2764 (Fax - remember them?)

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