#statstab #358 What are some of the problems with stepwise regression?

Thoughts: Model selection is not an easy task, but maybe don't naively try step wise reg.

#stepwise #regression #QRPs #issues #phacking #modelselection #bias

https://www.stata.com/support/faqs/statistics/stepwise-regression-problems/

Stata | FAQ: Problems with stepwise regression

What are some of the problems with stepwise regression?