Can you perform regression by steps, yes. Will results be the same as those you
would obtain from a multiple variable regression? No not if the independent
variables are non-orthogonal and you don't take into consideration the
correlation of the independent variables. Should you take into consid
someone else can blast me if this is not correct but i think that 2
step procedure only gives the same answer as the regular regression if
X1 and
X2 perfectly uncorrelated. If they are at all correlated, then what john
pointed out messes the procedure up. i was asked that question on
an intervi
Thanks for the reply.
I am awared of the difference, but can I do regression by steps at all? I
am not feeling comfortable about it.
John Sorkin wrote:
>
> Be very careful!
> When regression is performed by steps, you often will not get the same
> results as you would get from a single multiv
Be very careful!
When regression is performed by steps, you often will not get the same results
as you would get from a single multivariable regression. The explanation for
this is not simple, but a simplified explanation is that when you do your first
regression,
y=f(x1)
all the total variance
I saw this type of models in some of my company projects.
To simplify:
Y is regressed on X1 and X2. But the regression is done by two steps:
First Y is regressed on X1 with intercept, and the residuals from the first
step are used to regress on X2, without the constant. The reason to do so
i
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