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Huberty, C. J. (1989). Problems with stepwise methods—better alternativesProblems with stepwise methods—better alternatives. Advances in Social Science Methodology, 1:43–70.

Huberty, C. J. (1989). Problems with stepwise methods—better alternatives. Advances in Social Science Methodology, 1:43–70.

Huberty, C. J. (1989). Problems with stepwise methods—better alternatives. Advances in Social Science Methodology, 1:43–70.

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Some relevant citations
Babyak, M. A. (2004). What you see may not be what you get: A brief, nontechnical introduction to overfitting in regression-type modelsWhat you see may not be what you get: A brief, nontechnical introduction to overfitting in regression-type models. Psychosomatic Medicine, 66:411–421.

Henderson, D. A. and Denison, D. R. (1989). Stepwise regression in social and psychological researchStepwise regression in social and psychological research. Psychological Reports, 64:251–257.

Hurvich, C. M. and Tsai, C.-L. (1990). The impact of model selection on inference in linear regressionThe impact of model selection on inference in linear regression. The American Statistician, 44(3):214–217.

McIntyre, S. H., Montgomery, D. B., Srinivasan, V., and Weitz, B. A. (1983). Evaluating the statistical significance of models developed by stepwise regressionEvaluating the statistical significance of models developed by stepwise regression. Journal of Marketing Research, 20(1):1–11.

Pope, P. T. and Webster, J. T. (1972). The use of an $F$-statistic in stepwise regression proceduresThe use of an $F$-statistic in stepwise regression procedures. Technometrics, 14(2):327–340.

Rencher, A. C. and Pun, F. C. (1980). Inflation of $R^{2}$ in best subset regressionInflation of $R^{2}$ in best subset regression. Technometrics, 22(1):49–53.

Romano, J. P. and Wolf, M. (2005). Stepwise multiple testing as formalized data snoopingStepwise multiple testing as formalized data snooping. Econometrica, 73(4):1237–1282.

Steyerberg, E. W., Eijkemans, M. J., and Habbema, J. D. F. (1999). Stepwise selection in small data sets: a simulation study of bias in logistic regression analysisStepwise selection in small data sets: a simulation study of bias in logistic regression analysis. Journal of Clinical Epidemiology, 52(10):935–942.

Thompson, B. (1995). Stepwise regression and stepwise discriminant analysis need not apply here: A guidelines editorialStepwise regression and stepwise discriminant analysis need not apply here: A guidelines editorial. Educational and Psychological Measurement, 55(4):525–534.

Whittingham, M., Stephens, P., Bradbury, R., and Freckleton, R. (2006). Why do we still use stepwise modelling in ecology and behaviour?Why do we still use stepwise modelling in ecology and behaviour? Journal of Animal Ecology, 75(5):1182–1189.

Wilkinson, L. (1979). Tests of significance in stepwise regressionTests of significance in stepwise regression. Psychological Bulletin, 86(1):168–174.

Some relevant citations
Babyak, M. A. (2004). What you see may not be what you get: A brief, nontechnical introduction to overfitting in regression-type models. Psychosomatic Medicine, 66:411–421.

Henderson, D. A. and Denison, D. R. (1989). Stepwise regression in social and psychological research. Psychological Reports, 64:251–257.

Hurvich, C. M. and Tsai, C.-L. (1990). The impact of model selection on inference in linear regression. The American Statistician, 44(3):214–217.

McIntyre, S. H., Montgomery, D. B., Srinivasan, V., and Weitz, B. A. (1983). Evaluating the statistical significance of models developed by stepwise regression. Journal of Marketing Research, 20(1):1–11.

Pope, P. T. and Webster, J. T. (1972). The use of an $F$-statistic in stepwise regression procedures. Technometrics, 14(2):327–340.

Rencher, A. C. and Pun, F. C. (1980). Inflation of $R^{2}$ in best subset regression. Technometrics, 22(1):49–53.

Romano, J. P. and Wolf, M. (2005). Stepwise multiple testing as formalized data snooping. Econometrica, 73(4):1237–1282.

Steyerberg, E. W., Eijkemans, M. J., and Habbema, J. D. F. (1999). Stepwise selection in small data sets: a simulation study of bias in logistic regression analysis. Journal of Clinical Epidemiology, 52(10):935–942.

Thompson, B. (1995). Stepwise regression and stepwise discriminant analysis need not apply here: A guidelines editorial. Educational and Psychological Measurement, 55(4):525–534.

Whittingham, M., Stephens, P., Bradbury, R., and Freckleton, R. (2006). Why do we still use stepwise modelling in ecology and behaviour? Journal of Animal Ecology, 75(5):1182–1189.

Wilkinson, L. (1979). Tests of significance in stepwise regression. Psychological Bulletin, 86(1):168–174.

Some relevant citations
Babyak, M. A. (2004). What you see may not be what you get: A brief, nontechnical introduction to overfitting in regression-type models. Psychosomatic Medicine, 66:411–421.

Henderson, D. A. and Denison, D. R. (1989). Stepwise regression in social and psychological research. Psychological Reports, 64:251–257.

Hurvich, C. M. and Tsai, C.-L. (1990). The impact of model selection on inference in linear regression. The American Statistician, 44(3):214–217.

McIntyre, S. H., Montgomery, D. B., Srinivasan, V., and Weitz, B. A. (1983). Evaluating the statistical significance of models developed by stepwise regression. Journal of Marketing Research, 20(1):1–11.

Pope, P. T. and Webster, J. T. (1972). The use of an $F$-statistic in stepwise regression procedures. Technometrics, 14(2):327–340.

Rencher, A. C. and Pun, F. C. (1980). Inflation of $R^{2}$ in best subset regression. Technometrics, 22(1):49–53.

Romano, J. P. and Wolf, M. (2005). Stepwise multiple testing as formalized data snooping. Econometrica, 73(4):1237–1282.

Steyerberg, E. W., Eijkemans, M. J., and Habbema, J. D. F. (1999). Stepwise selection in small data sets: a simulation study of bias in logistic regression analysis. Journal of Clinical Epidemiology, 52(10):935–942.

Thompson, B. (1995). Stepwise regression and stepwise discriminant analysis need not apply here: A guidelines editorial. Educational and Psychological Measurement, 55(4):525–534.

Whittingham, M., Stephens, P., Bradbury, R., and Freckleton, R. (2006). Why do we still use stepwise modelling in ecology and behaviour? Journal of Animal Ecology, 75(5):1182–1189.

Wilkinson, L. (1979). Tests of significance in stepwise regression. Psychological Bulletin, 86(1):168–174.

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No.No.

BabyakSome relevant citations
Babyak, M. A. (2004). What you see may not be what you get: A brief, nontechnical introduction to overfitting in regression-type models. Psychosomatic MedicinePsychosomatic Medicine, 66:411–421.

Flom, P. L. and Cassell, D. L. (2007). Stopping stepwise: Why stepwise and similar selection methods are bad, and what you should useStopping stepwise: Why stepwise and similar selection methods are bad, and what you should use.

Henderson, D. A. and Denison, D. R. (1989). Stepwise regression in social and psychological research. Psychological ReportsPsychological Reports, 64:251–257.

Huberty, C. J. (1989). Problems with stepwise methods—better alternatives. Advances in Social Science MethodologyAdvances in Social Science Methodology, 1:43–70.

Hurvich, C. M. and Tsai, C.-L. (1990). The impact of model selection on inference in linear regression. The American StatisticianThe American Statistician, 44(3):214–217.

McIntyre, S. H., Montgomery, D. B., Srinivasan, V., and Weitz, B. A. (1983). Evalu- atingEvaluating the statistical significance of models developed by stepwise regression. Journal of Marketing ResearchJournal of Marketing Research, 20(1):1–11.

Pope, P. T. and Webster, J. T. (1972). The use of an f$F$-statistic in stepwise regression procedures. TechnometricsTechnometrics, 14(2):327–340.

Rencher, A. C. and Pun, F. C. (1980). Inflation of r2$R^{2}$ in best subset regression. TechnometricsTechnometrics, 22(1):49–53.

Romano, J. P. and Wolf, M. (2005). Stepwise multiple testing as formalized data snooping. EconometricaEconometrica, 73(4):1237–1282.

Sribney, B., Harrell, F., and Conroy, R. (2011). Problems with stepwise regressionProblems with stepwise regression.

Steyerberg, E. W., Eijkemans, M. J., and Habbema, J. D. F. (1999). Stepwise selection in small data sets: a simulation study of bias in logistic regression analysis. Journal of clinical epidemiologyJournal of Clinical Epidemiology, 52(10):935–942.

Thompson, B. (1995). Stepwise regression and stepwise discriminant analysis need not apply here: A guidelines editorial. Educational and Psychological MeasurementEducational and Psychological Measurement, 55(4):525–534.

Whittingham, M., Stephens, P., Bradbury, R., and Freckleton, R. (2006). Why do we still use stepwise modelling in ecology and behaviour? Journal of Animal EcologyJournal of Animal Ecology, 75(5):1182–1189.

Wilkinson, L. (1979). Tests of significance in stepwise regression. Psychological BulletinPsychological Bulletin, 86(1):168–174.

No.

Babyak, M. A. (2004). What you see may not be what you get: A brief, nontechnical introduction to overfitting in regression-type models. Psychosomatic Medicine, 66:411–421.

Flom, P. L. and Cassell, D. L. (2007). Stopping stepwise: Why stepwise and similar selection methods are bad, and what you should use.

Henderson, D. A. and Denison, D. R. (1989). Stepwise regression in social and psychological research. Psychological Reports, 64:251–257.

Huberty, C. J. (1989). Problems with stepwise methods—better alternatives. Advances in Social Science Methodology, 1:43–70.

Hurvich, C. M. and Tsai, C.-L. (1990). The impact of model selection on inference in linear regression. The American Statistician, 44(3):214–217.

McIntyre, S. H., Montgomery, D. B., Srinivasan, V., and Weitz, B. A. (1983). Evalu- ating the statistical significance of models developed by stepwise regression. Journal of Marketing Research, 20(1):1–11.

Pope, P. T. and Webster, J. T. (1972). The use of an f-statistic in stepwise regression procedures. Technometrics, 14(2):327–340.

Rencher, A. C. and Pun, F. C. (1980). Inflation of r2 in best subset regression. Technometrics, 22(1):49–53.

Romano, J. P. and Wolf, M. (2005). Stepwise multiple testing as formalized data snooping. Econometrica, 73(4):1237–1282.

Sribney, B., Harrell, F., and Conroy, R. (2011). Problems with stepwise regression.

Steyerberg, E. W., Eijkemans, M. J., and Habbema, J. D. F. (1999). Stepwise selection in small data sets: a simulation study of bias in logistic regression analysis. Journal of clinical epidemiology, 52(10):935–942.

Thompson, B. (1995). Stepwise regression and stepwise discriminant analysis need not apply here: A guidelines editorial. Educational and Psychological Measurement, 55(4):525–534.

Whittingham, M., Stephens, P., Bradbury, R., and Freckleton, R. (2006). Why do we still use stepwise modelling in ecology and behaviour? Journal of Animal Ecology, 75(5):1182–1189.

Wilkinson, L. (1979). Tests of significance in stepwise regression. Psychological Bulletin, 86(1):168–174.

No.

Some relevant citations
Babyak, M. A. (2004). What you see may not be what you get: A brief, nontechnical introduction to overfitting in regression-type models. Psychosomatic Medicine, 66:411–421.

Flom, P. L. and Cassell, D. L. (2007). Stopping stepwise: Why stepwise and similar selection methods are bad, and what you should use.

Henderson, D. A. and Denison, D. R. (1989). Stepwise regression in social and psychological research. Psychological Reports, 64:251–257.

Huberty, C. J. (1989). Problems with stepwise methods—better alternatives. Advances in Social Science Methodology, 1:43–70.

Hurvich, C. M. and Tsai, C.-L. (1990). The impact of model selection on inference in linear regression. The American Statistician, 44(3):214–217.

McIntyre, S. H., Montgomery, D. B., Srinivasan, V., and Weitz, B. A. (1983). Evaluating the statistical significance of models developed by stepwise regression. Journal of Marketing Research, 20(1):1–11.

Pope, P. T. and Webster, J. T. (1972). The use of an $F$-statistic in stepwise regression procedures. Technometrics, 14(2):327–340.

Rencher, A. C. and Pun, F. C. (1980). Inflation of $R^{2}$ in best subset regression. Technometrics, 22(1):49–53.

Romano, J. P. and Wolf, M. (2005). Stepwise multiple testing as formalized data snooping. Econometrica, 73(4):1237–1282.

Sribney, B., Harrell, F., and Conroy, R. (2011). Problems with stepwise regression.

Steyerberg, E. W., Eijkemans, M. J., and Habbema, J. D. F. (1999). Stepwise selection in small data sets: a simulation study of bias in logistic regression analysis. Journal of Clinical Epidemiology, 52(10):935–942.

Thompson, B. (1995). Stepwise regression and stepwise discriminant analysis need not apply here: A guidelines editorial. Educational and Psychological Measurement, 55(4):525–534.

Whittingham, M., Stephens, P., Bradbury, R., and Freckleton, R. (2006). Why do we still use stepwise modelling in ecology and behaviour? Journal of Animal Ecology, 75(5):1182–1189.

Wilkinson, L. (1979). Tests of significance in stepwise regression. Psychological Bulletin, 86(1):168–174.

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Alexis
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