# Number of coefficients in stepwise linear regression query

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## Number of coefficients in stepwise linear regression query

 I'm repeating a survey where the questionnaire has not changed. Statements rating 0-100. I'm using Linear Regression [from menu] / stepwise / F to enter = 0.04 To remove 0.10 Last year of the 50 statements 20 were entered. This year it has increased to 30. What does this imply? Thank you in advance - Regards ```-- Mark Webb Line +27 (21) 786 1124 Cell +27 (72) 199 1000 [Poor reception] Fax +27 (86) 260 1946 Skype tomarkwebb Email [hidden email] ``` ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
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## Re: Number of coefficients in stepwise linear regression query

 That there are some “random” fluctuations in the magnitudes of the intercorrelations from one year to the next?   wbw   William B. Ware, Ph.D. McMichael Term Professor of Education, 2011-2013 Educational Psychology, Measurement, and Evaluation CB #3500 - 118 Peabody Hall  University of North Carolina at Chapel Hill Chapel Hill, NC     27599-3500 Office: (919)-962-2511 Fax:    (919)-962-1533 Office:  118 Peabody Hall EMAIL: [hidden email] Adjunct Professor, School of Social Work Academy of Distinguished Teaching Scholars at UNC-Chapel Hill   From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Mark Webb Sent: Monday, February 19, 2018 5:31 AM To: [hidden email] Subject: Number of coefficients in stepwise linear regression query   I'm repeating a survey where the questionnaire has not changed. Statements rating 0-100. I'm using Linear Regression [from menu] / stepwise / F to enter = 0.04 To remove 0.10 Last year of the 50 statements 20 were entered. This year it has increased to 30. What does this imply? Thank you in advance - Regards `-- ` `Mark Webb` ` ` `Line +27 (21) 786 1124` `Cell +27 (72) 199 1000 [Poor reception]` `Fax  +27 (86) 260 1946 ` ` ` `Skype       tomarkwebb ` `Email       [hidden email] ` ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
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## Re: Number of coefficients in stepwise linear regression query

 In reply to this post by Mark Webb-5 Well, stepwise regression is a crappy method in general, so you've received a typical confirmation. Its overall fault is that (for most examples you see) it does not lead to correct inferences. For huge samples, folks end up reporting artifacts; for smaller samples, they report noise. When it mainly works is when you want an arbitrary, short equation - one with only two or three variables, selecting them from a large, redundant set.  The Stata FAQ includes Frank Harrell's comments on stepwise, along with references. (I promoted his list in the usenet stat.* groups, for years after he originally posted it to one of them.) -- Rich Ulrich From: SPSSX(r) Discussion <[hidden email]> on behalf of Mark Webb <[hidden email]> Sent: Monday, February 19, 2018 5:31:28 AM To: [hidden email] Subject: Number of coefficients in stepwise linear regression query   I'm repeating a survey where the questionnaire has not changed. Statements rating 0-100. I'm using Linear Regression [from menu] / stepwise / F to enter = 0.04 To remove 0.10 Last year of the 50 statements 20 were entered. This year it has increased to 30. What does this imply? Thank you in advance - Regards ```-- Mark Webb Line +27 (21) 786 1124 Cell +27 (72) 199 1000 [Poor reception] Fax +27 (86) 260 1946 Skype tomarkwebb Email [hidden email] ``` ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
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## Re: Number of coefficients in stepwise linear regression query

 What would you recommend if I want to do linear regression with a reduction of variables? Thanks for the response. RegardsOn Mon, 19 Feb 2018 20:39 Rich Ulrich, <[hidden email]> wrote: Well, stepwise regression is a crappy method in general, so you've received a typical confirmation. Its overall fault is that (for most examples you see) it does not lead to correct inferences. For huge samples, folks end up reporting artifacts; for smaller samples, they report noise. When it mainly works is when you want an arbitrary, short equation - one with only two or three variables, selecting them from a large, redundant set.  The Stata FAQ includes Frank Harrell's comments on stepwise, along with references. (I promoted his list in the usenet stat.* groups, for years after he originally posted it to one of them.) -- Rich Ulrich From: SPSSX(r) Discussion <[hidden email]> on behalf of Mark Webb <[hidden email]> Sent: Monday, February 19, 2018 5:31:28 AM To: [hidden email] Subject: Number of coefficients in stepwise linear regression queryI'm repeating a survey where the questionnaire has not changed. Statements rating 0-100. I'm using Linear Regression [from menu] / stepwise / F to enter = 0.04 To remove 0.10 Last year of the 50 statements 20 were entered. This year it has increased to 30. What does this imply? Thank you in advance - Regards ```-- Mark Webb Line +27 (21) 786 1124 Cell +27 (72) 199 1000 [Poor reception] Fax +27 (86) 260 1946 Skype tomarkwebb Email [hidden email] ``` ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD -- Mark Webb +27 21 786 1124 +27 072 199 1000 ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
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## Re: Number of coefficients in stepwise linear regression query

 What is your purpose? What are you trying to learn, or to prove? "Reduction of variables" is a starting point. A-priori selection based on previous knowledge and experience is helpful if you are aiming for testing of hypotheses. Then you set up a hierarchy: there are a few main tests; when you validate that (say) one composite score is appropriate, then you may look to see whether various items reflected by that composite are more or less important. You should hope to /test/ only a few hypotheses at the top level, using selected variables or composite scores. Are there just a few variables that /really/ matter? - or that you /know/ have to be accounted for?  If not a few "variables" in your list, do you have latent constructs in mind? If you /know/ that something has to be accounted for - sex, maybe, or age - then it may be proper to consider it as a covariate for whatever else will happen.  - What is your sample size? Does your survey lend itself to factor analysis? Arbitrary grouping of items? For data sets with really huge N's, the proper approach probably includes sub-sampling (either random, or carefully systematic) and cross-validation. -- Rich Ulrich From: Mark Webb <[hidden email]> Sent: Monday, February 19, 2018 1:43 PM To: Rich Ulrich Cc: [hidden email] Subject: Re: Number of coefficients in stepwise linear regression query   What would you recommend if I want to do linear regression with a reduction of variables? Thanks for the response. Regards On Mon, 19 Feb 2018 20:39 Rich Ulrich, <[hidden email]> wrote: Well, stepwise regression is a crappy method in general, so you've received a typical confirmation. Its overall fault is that (for most examples you see) it does not lead to correct inferences. For huge samples, folks end up reporting artifacts; for smaller samples, they report noise. When it mainly works is when you want an arbitrary, short equation - one with only two or three variables, selecting them from a large, redundant set.  The Stata FAQ includes Frank Harrell's comments on stepwise, along with references. (I promoted his list in the usenet stat.* groups, for years after he originally posted it to one of them.) -- Rich Ulrich From: SPSSX(r) Discussion <[hidden email]> on behalf of Mark Webb <[hidden email]> Sent: Monday, February 19, 2018 5:31:28 AM To: [hidden email] Subject: Number of coefficients in stepwise linear regression query I'm repeating a survey where the questionnaire has not changed. Statements rating 0-100. I'm using Linear Regression [from menu] / stepwise / F to enter = 0.04 To remove 0.10 Last year of the 50 statements 20 were entered. This year it has increased to 30. What does this imply? Thank you in advance - Regards ```-- Mark Webb Line +27 (21) 786 1124 Cell +27 (72) 199 1000 [Poor reception] Fax +27 (86) 260 1946 Skype tomarkwebb Email [hidden email] ``` ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD -- Mark Webb +27 21 786 1124 +27 072 199 1000 ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD