R help - Jun 2004 - Multiple regression

Hi,
	I am trying to do multiple regression on a set of data using backward stepwise
regression....however backward stepwise regression is critised for overfitting
data. To actually observe the bias and to come up with a better method to
use..Could you all stats experts kindly give me pointers to any alternative
procedure (or references) to use over backward stepwise regression from your
experience?

TIA.

Manoj

Have a look at Prof. Harrell's book (Chapters 4 and 5)

@Book{harrell:01,
  author    = {F. E. Harrell, Jr.},
  title     = {Regression Modeling Strategies: With Applications to
                Linear Models, Logistic Regression and Survival
Analysis},
  year      = {2001},
  address   = {New York},
  publisher = {Springer-Verlag}
}

Best,
Dimitris

----
Dimitris Rizopoulos
Doctoral Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/396887
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat/
     http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm


----- Original Message ----- 
From: "Manoj - Hachibushu Capital" <Wanzare at hcjp.com>
To: <r-help at stat.math.ethz.ch>
Sent: Wednesday, June 09, 2004 5:13 PM
Subject: [R] Multiple regression

> Hi,
> I am trying to do multiple regression on a set of data using
backward stepwise regression....however backward stepwise regression
is critised for overfitting data. To actually observe the bias and to
come up with a better method to use..Could you all stats experts
kindly give me pointers to any alternative procedure (or references)
to use over backward stepwise regression from your
experience?
>
> TIA.
>
> Manoj
>
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