topic Re: Regression in Statistical Procedures

Regression

KafeelBasha — Sun, 08 May 2016 07:15:44 GMT

Hello

While doing regression analysis which of the following selection is more efficient?

Stepwise Forward or Backward.

Thanks

Re: Regression

Norman21 — Sun, 08 May 2016 08:13:26 GMT

Hi,

It depends on the number of possible independent variables you have.

For an explanation, see: http://people.duke.edu/~rnau/regstep.htm

Re: Regression

SteveDenham — Mon, 09 May 2016 15:12:11 GMT

It also depends on how you define "efficient". If you mean "gives you a model that enables you to make accurate predictions on future data", then the answer is pretty clearly "Neither" (see Frank Harrell Jr's book on Regression Modeling Strategies, and any number of papers from SUGI and SGF by Peter Flom). If you mean, takes the least time to calculate, then it will be data dependent.

Steve Denham