Date:         Tue, 23 May 2006 14:35:44 -0400
Reply-To:     Peter Flom <flom@NDRI.ORG>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Peter Flom <flom@NDRI.ORG>
Subject:      Re: How Stepwise Regression works in SAS?
Comments: To: chandu.isi@GMAIL.COM
Content-Type: text/plain; charset=US-ASCII

Peter L. Flom, PhD
Assistant Director, Statistics and Data Analysis Core
Center for Drug Use and HIV Research
National Development and Research Institutes
71 W. 23rd St
http://cduhr.ndri.org
www.peterflom.com
New York, NY 10010
(212) 845-4485 (voice)
(917) 438-0894 (fax)


>>> <chandu.isi@GMAIL.COM> 05/23/06 1:33 PM >>> wrote
<<<
         If not stepwise then what is the option/technique?
>>>

It's sort of hard to say without knowing a lot more about your data, the
DV, the IVs, the
goals of the analysis, and so on.

I believe David Cassell recommended Frank Harrell's book "Regression
Modeling Strategies"
I second that.

Some POSSIBLE thing:

Model averaging
Partial Least Square
Principal Component Regression.


but it depends on what you are trying to do.


HTH

Peter