Logistic Regression - Model Selection Method [duplicate]

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.

Thanks

marked as duplicate by Scortchi♦, jbowman, gung♦, whuber♦Jan 10 '14 at 22:31

• This question has already been asked here (look at the linked questions too, & try the model-selection tag (the same considerations apply for all regression methods). – Scortchi Jan 10 '14 at 21:12