Why we hate stepwise regression | Statistical Modeling, Causal Inference, and Social ScienceHaynes Goddard writes: I have been slowly working my way through the grad program in stats here, and the latest course was a biostats course on categorical and survival analysis. I noticed in the semi-parametric and parametric material (Wang and Lee is the text) that they use stepwise regression a lot. I learned in econometrics that stepwise is poor practice, as it defaults to the “theory of the r
