Regarding the last statement: Stepwise regression would still yield biased results. It is a matter of sampling from the population. You cannot get around it. Now what you could do, given the abilities specified, is measure all possible variables on every individual in the population, and fit that by regression. And watch collinearity kill the interpretation. In my opinion, and I stress that this is only an opinion, regression is just not quite the right tool for data exploration. It is a great tool for finding the degree of relationship for pre-specified variables. In these days of big data, and in the days to come of even bigger data, I wonder if the whole branch of statistics that falls under "linear models" like regression, ANOVA, GLMMs, etc. will be considered the equivalent of steam power. Steve Denham
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