What is the best way to know the best selection method for our logistic regression model ?
- Forward Selection
- Backward Elimination
- Step-wise Selection
- Full Model.
I am running logistic regression in SAS EG.
I have tried running each of them for the data that we have but for each method I get different results. Some of the factors are common but some are not. Basically, I just want to understand the logic behind selection of the method. So, Is there a way we can identify that for a specific data one method is better than the other based on the results that we get ? Please help.