Dear Colleagues
According to SPSS online Help:
"Use Probability of F. A variable is entered into the model if the significance level of its F value is less than the Entry value (.05) and is removed if the significance level is greater than the Removal value (.10).
This statement raises some questions in my head:
1. Does a variable has an F value in stepwise regression?
2. What if the significance level of F value of a variable is .07? The first answer is that it get excluded from the model. How does this fit with removal criteria being more than .10?
Thank you
You Don't because SPSS approach is very out of ddate. Many references to the fact that these methods are not reproducible can easily be found. I have attached two such papers here. I strongly suggest that you read the attached papers prior to continuing with your work. Best wishes, David Booth
Thank you David for your reply. I find the two articles very useful. However, I will be very grateful if you or anyone elaborate or explain answers to my questions.
The real point is don't ever use step methods again because on successive runs they don't give the same answer each time. David Booth
PS in simulation experiments of course. Please read the papers for examples. D. Booth
I do not use stepwise regression because I am aware of its many disadvantages. However, I just was stopped by trying to understand how these stepping methods criteria work. That is all.
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