Which, if any, of the following is an advantage of using stepwise regression compared to just entering all the independent variables at one time?
A) There are no advantages of using stepwise regression over entering all the variables at one time.
B) Stepwise regression allows us to observe the effects of multicollinearity earlier than when all variables are entered at one time.
C) Stepwise regression will generally produce a model with a larger value for the coefficient of determination.

Question

Quizplus · Accepted Answer

Stepwise regression can help identify the effects of multicollinearity earlier by systematically eliminating variables that have little impact on the model. This can help simplify the model and make it easier to interpret. However, stepwise regression does not necessarily produce a model with a larger value for the coefficient of determination (R-squared).

Which, If Any, of the Following Is an Advantage of Using