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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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