Stepwise Regression and All Possible Subsets Regression in Education

Ke Wang, Zhuo Chen

Abstract


Stepwise methods are quite common to be reported in empirically based journal articles (Huberty, 1994). However, many researchers using stepwise methods failed to realize that software packages had been programmed in error. The purpose of this study is to introduce the procedure of stepwise regression and used experiments and Venn diagrams to illustrate the three main problems of stepwise regression: wrong degree of freedom, capitalization on sampling, and error R2 not optimized. Meanwhile, the study also depicted an alternative method: All-possible-subsets regression and used an experiment to illustrate how to use it in real complex study. Finally, some matters needing attention when using both automatic procedures are discussed.


Keywords


stepwise regression, degree of freedom, sampling error, R2, all-possible-subsets

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References


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