My understanding is that these days people do not like the stepwise method any more in applied research.
Instead, the preferred approach seems to be a hierarchical approach to building regression models. This approach is certainly based on the Enter method, instead
of the Stepwise method. The Enter method is used each time a candidate in a hierarchy of models is fitted.
In addition, there is also a recommendation in the literature on the use of the all-possible-subsets method (rather than stepwise method) to evaluate all possible
models from the model space. Then, the top models from the all-possible-subsets method is further evaluated after taking into account theoretical considerations. In SPSS, the all-possible-subsets method is available under the Automatic Linear Modeling platform,
not under the traditional Linear Regression platform.
Hongwei Yang, University of Kentucky
From: SPSSX(r) Discussion [mailto:[hidden email]]
On Behalf Of Norberto Hernandez
Sent: Tuesday, February 11, 2014 2:45 PM
To: [hidden email]
Subject: Stepwise versus Enter method in regression
Hi everybody, I am looking for a recommendation, I heard that is better to use Enter besides Stepwise method in regression, but I couldn't find any useful reference about it.
Could you please help me!
Norberto
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