Have a look at Prof. Harrell's book (Chapters 4 and 5)
@Book{harrell:01,
author = {F. E. Harrell, Jr.},
title = {Regression Modeling Strategies: With Applications to
Linear Models, Logistic Regression and Survival
Analysis},
year = {2001},
address = {New York},
publisher = {Springer-Verlag}
}
Best,
Dimitris
----
Dimitris Rizopoulos
Doctoral Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/396887
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat/
http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
----- Original Message -----
From: "Manoj - Hachibushu Capital" <[EMAIL PROTECTED]>
To: <[EMAIL PROTECTED]>
Sent: Wednesday, June 09, 2004 5:13 PM
Subject: [R] Multiple regression
> Hi,
> I am trying to do multiple regression on a set of data using
backward stepwise regression....however backward stepwise regression
is critised for overfitting data. To actually observe the bias and to
come up with a better method to use..Could you all stats experts
kindly give me pointers to any alternative procedure (or references)
to use over backward stepwise regression from your experience?
>
> TIA.
>
> Manoj
>
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