Murtaugh (2009) recently illustrated that all subsets variable selection is very similar to stepwise regression. This, however, does not necessarily mean both methods are useful. On the contrary, the same problems with overfitting should apply. Ecologists should, if model building is indeed necessary, consider more reliable regression methods now available.
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http://dx.doi.org/10.1111/j.1461-0248.2010.01460.x | DOI Listing |
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