Yale University

Comparison of subset selection methods in linear regression in the context of health-related quality of life and substance abuse in Russia.

TitleComparison of subset selection methods in linear regression in the context of health-related quality of life and substance abuse in Russia.
Publication TypeJournal Article
Year of Publication2015
AuthorsMorozova, Olga, Olga Levina, Anneli Uusk├╝la, and Robert Heimer
JournalBMC medical research methodology
Volume15
Issue1
Pagination71
Date Published2015
ISSN1471-2288
AbstractAutomatic stepwise subset selection methods in linear regression often perform poorly, both in terms of variable selection and estimation of coefficients and standard errors, especially when number of independent variables is large and multicollinearity is present. Yet, stepwise algorithms remain the dominant method in medical and epidemiological research.
DOI10.1186/s12874-015-0066-2
Alternate JournalBMC Med Res Methodol

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