In SPSS Version 19 there seems to be a new feature called Automatic Linear Modelling. It creates a 'Model' (which is new to me) and the function seems to combine a number of the functions that is typically required for prediction model development.
The functionality seems incomplete with only a subset of prediction selection techniques and most notable it's missing Backwards step wise.
QUESTIONS
- Do people see this as good or evil?
- And if 'good' then are there ways to decompose what it is doing?
To me it seems to hides a lot of steps and I'm not exactly sure how it's creating what it presents. So any pointers to tutorials or the like (as the SPSS documentation isn't great) is appreciated.