Stepwise regression is used infrequently because it:
A) tends to capitalize on chance.
B) reduces error variance to an unacceptable level.
C) violates most of the assumptions underlying multivariate statistics.
D) None of the answers is correct.

Question

Quizplus · Accepted Answer

Stepwise regression is often criticized for capitalizing on chance because it involves multiple testing and selection of variables based on statistical criteria, which can lead to overfitting and results that may not generalize well to other datasets.

Stepwise Regression Is Used Infrequently Because It