Date: Mon, 19 Jul 2010 11:31:26 +0000
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: "firstname.lastname@example.org" <goladin@GMAIL.COM>
Subject: Re: stepwise and colinearity
Content-Type: text/plain; charset="utf-8"
Agreed. The problem is that people believe that stepwise selection removed collinearity when it might cause it.
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From: Leonardo Auslender
Sent: 19/07/2010 7:30:02 PM
Subject: stepwise and colinearity
I can't answer directly to SAS-L. Stepwise does reduce quite a bit of colinearity but the resulting model could still be collinear because the inference path followed by stepwise leads to redundancy.