Article View: sci.math.num-analysis
Article #872Re: mathematica stepwise regression package
From: Anders Holtsberg
Date: Tue, 15 Dec 1992 08:32
Date: Tue, 15 Dec 1992 08:32
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gary mcclelland mcclella@yertle.colorado.edu: >Stepwise regression is a tool of the devil. Anyone smart enough >to be using Mathematica ought to be able to decide which >questions he or she wants to ask of the data rather than letting >a demonstrably suboptimal stepwise algorithm decide which >questions to ask. One day there may be good AI programs for >doing statistical analysis, but stepwise regression won't be >among them. You mean what is bad? Let's say we want to make predictions. Is the idea of using a subset of the predictors that is bad or do you mean the stepwise way to pick them? If the latter: do you know any better way (except trying all combinations)? Anders Holtsberg
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Newsgroups: sci.math.num-analysis,sci.math.stat,sci.math.symbolic Path: arc1-ca.pugleaf.net!sparky!uunet!mcsun!sunic!news.lth.se!andersh From: andersh@maths.lth.se (Anders Holtsberg) Subject: Re: mathematica stepwise regression package Message-ID: <1992Dec15.083258.1474@lth.se> Keywords: mathematica stepwise regression Sender: news@lth.se Organization: Lund Institute of Technology, Sweden References: <1446@ares.edsr.eds.com> <mcclella.724399758@yertle.Colorado.EDU> Date: Tue, 15 Dec 1992 08:32:58 GMT Lines: 17