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Difference between revisions of "Tips:Variable selection in regression"

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When you have many potential independent variables in a regression problem, it can be difficult to decide which to include.  Methods such as forward, backward, and stepwise selection are seriously flawed, better methods are available in PROC GLMSELECT.
 
When you have many potential independent variables in a regression problem, it can be difficult to decide which to include.  Methods such as forward, backward, and stepwise selection are seriously flawed, better methods are available in PROC GLMSELECT.
  
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{{SubmittedBy|Peter L. Flom}}
 
{{SubmittedBy|Peter L. Flom}}

Revision as of 20:35, 22 February 2009

When you have many potential independent variables in a regression problem, it can be difficult to decide which to include. Methods such as forward, backward, and stepwise selection are seriously flawed, better methods are available in PROC GLMSELECT.


Submitted by Peter L. Flom. Contact me at my Discussion Page.

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