Programming the statistical procedures from SAS

Regression

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Regression

Hello

 

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

 

Stepwise Forward or Backward.

 

Thanks


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‎05-08-2016 04:26 AM
Contributor
Posts: 64

Re: Regression

Hi,

 

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

 

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

 

Norman.
SAS 9.4 (TS1M0) X64_7PRO WIN 6.1.7601 Service Pack 1 Workstation

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‎05-08-2016 04:26 AM
Contributor
Posts: 64

Re: Regression

Hi,

 

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

 

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

 

Norman.
SAS 9.4 (TS1M0) X64_7PRO WIN 6.1.7601 Service Pack 1 Workstation

Respected Advisor
Posts: 2,655

Re: Regression

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

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