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Cited by 532

The DOI matches its Crossref record; 40 of the 40 references it cites were found in a registry or an index.

Step away from stepwise

Open access
Smith, Gary·2018·Journal of Big Data

Abstract

Stepwise regression is a popular data-mining tool that uses statistical significance to select the explanatory variables to be used in a multiple-regression model. A fundamental problem with stepwise regression is that some real explanatory variables that have causal effects on the dependent variable may happen to not be statistically significant, while nuisance variables may be coincidentally significant. As a result, the model may fit the data well in-sample, but do poorly out-of-sample. Many Big-Data researchers believe that, the larger the number of possible explanatory variables, the more useful is stepwise regression for selecting explanatory variables. The reality is that stepwise regression is less effective the larger the number of potential explanatory variables. Stepwise regression does not solve the Big-Data problem of too many explanatory variables. Big Data exacerbates the failings of stepwise regression.

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Metadata

Authors
Smith, G.
Venue
Journal of Big Data
Published
2018-09-15
Volume
5
Issue
1
ISSN
2196-1115 (ISSN-L)
OpenAlex
W2890947206
Cited by
532
References
40
FWCI
22.57
Type
journal article
Language
en
Open access
gold

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CoChat. (2026). Citation check: Step away from stepwise. https://app.cochat.ai/papers/10.1186/s40537-018-0143-6
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Smith, G. (2018). Step away from stepwise. Journal of Big Data. https://doi.org/10.1186/s40537-018-0143-6

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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.