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Automated Fixed Order Stepwise Regression Function

2 messages · Tyler Rinker, Frank E Harrell Jr

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This is a statistically invalid procedure.  I would not spend much time on
it.  It is a good idea to first bootstrap an idea or do regular Monte Carlo
simulation to see if the statistical properties are OK (confidence interval
coverage, bias, type I error, etc.).  You will find they are not in this
case.

Frank
Tyler Rinker wrote:
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Frank Harrell
Department of Biostatistics, Vanderbilt University
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