Rich Ulrich wrote:
>
> On Mon, 03 Dec 2001 20:57:33 GMT, Jerry Dallal
> <[EMAIL PROTECTED]> wrote:
> > This is a bit different, though. The criticisms of stepwise
> > selection are directed toward the attempt to assess the contribution
> > of individual predictors. The predictions themselves should be
>
> I don't see much difference. "Identifying predictors" by regression
> analyses -- what is that advice supposed to mean? The criticisms
> of stepwise selection say that it gives you the wrong variables, not
> 'merely' (as if that were trivial) the wrong weights.
>
> Am I missing something? (I am not totally against stepwise;
> just, mostly.)
>
There are two issues: determining the right set of variables and
predicting the response. Stepwise can be deadly for the former
without, I believe, being too bad for the latter. I'm willing to
recant if someone with authority claims otherwise.
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