Timeline for What is the basis of setting critical p-value value in stepwise regression?
Current License: CC BY-SA 3.0
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| when toggle format | what | by | license | comment | |
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| Oct 9, 2014 at 17:10 | comment | added | Ben Bolker | I agree. Just giving the counterpoint. | |
| Oct 9, 2014 at 16:32 | history | edited | Alexis | CC BY-SA 3.0 |
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| Oct 9, 2014 at 16:31 | comment | added | Alexis | I am currently working with a land-use regression on data my colleagues and I collected here in Portland. I am getting substantively better predictions using theory and cross-validation to construct my LUR model than my colleague's standard stepwise-model building approach. I would rather have a meaningful, translatable and predictive model than a "decently predictive" model. :) | |
| Oct 9, 2014 at 15:58 | comment | added | Ben Bolker | If you don't care about the accuracy of p values for quantifying type I error, and your data set and full model are both medium-sized and well-behaved, you may be able to get a decent predictive model out of a stepwise regression, but I wouldn't trust it any more than that: Murtaugh, Paul A. 2009. “Performance of Several Variable-Selection Methods Applied to Real Ecological Data.” Ecology Letters 12 (10): 1061–68. doi:10.1111/j.1461-0248.2009.01361.x. | |
| Oct 9, 2014 at 15:52 | history | answered | Alexis | CC BY-SA 3.0 |