|Date: ||Thu, 26 Oct 2006 14:44:48 -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: Stepwise Regression|
|Content-Type: ||text/plain; charset=US-ASCII|
>>> Vadim Pliner <Vadim.Pliner@VERIZONWIRELESS.COM> 10/26/2006 2:33 pm >>> wrote
b. I was not talking specifically about linear stepwise regression.
AFAIK, Partial Least Squares is not applicable to the case when
dependent variable is binary. I know there are alternatives to stepwise
logistic regression for selecting variables that you might consider
"better" as well, but see a. above.
Maybe classification trees and the various sophisticated add-ons like bagging and forests and so on.
Or, if it's pure prediction, model averaging seems to offer a good deal
I am usually not in the 'pure prediction' mode, though