Re: st: RE: stepwise regression with force statment

["b. water" <barleywater@hotmail.com>]

just to add:

harrell fe in his tutorial article 'multivariable prognostic models: issues 
in developing models, evaluating assumptions & ...' stat med 1996;15:361

refers to the following article as to why stepwise regression is a bad idea:

derksen s and keselman hj. backward, forward and stepwise automated subset 
selection algorithms: frequency of obtaining authentic and noise variables. 
brit j math stat psychol 1992;45:265.

hope this is helpful.

bw


> From: sgsong@park.ccpr.ucla.edu
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: stepwise regression with force statment Date: Sat, 7 
> Jun 2003 13:38:04 -0700 (PDT)
>
> Thats a book.
>
> Harrell, Frank E. 2001. Regression modeling strategies : with applications
> to linear models, logistic regression, and survival analysis. New York:
> Springer.
>
> Shige
>
> On Sat, 7 Jun 2003, David Vaughan wrote:
>
> > On Saturday, Jun 7, 2003, at 16:33 Australia/Sydney, "Nick Cox"
> > <n.j.cox@durham.ac.uk> wrote:
> >
> > snip
> >
> > > Better advice, I think, is to seek out Frank Harrell's
> > > "Regression modeling strategies" for a long list of reasons
> > > why stepwise is a very bad idea.
> >
> > Nick
> >
> > -findit harrell- and some other searches did not reveal this paper to
> > me. Can you provide further guidance please?
> >
> > thanks
> > david
> > >
> > > Nick
> > > n.j.cox@durham.ac.uk
> > >
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