Stepwise selection will always find the best regression model.

Question

Quizplus · Accepted Answer

stepwise selection is a form of variable selection in regression analysis where variables are added or removed from the model one at a time. While it can be a useful tool for identifying important predictors, it is not guaranteed to produce the best model. Factors such as sample size, correlation between predictors, and the true relationship between predictors and the outcome variable can impact the effectiveness of stepwise selection.

Stepwise Selection Will Always Find the Best Regression Model