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# Alpha level in stepwise regression

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1. When doing stepwise regression how does the choice of α level affect the outcome?
2. (Original post by Bruce Harrisface)
When doing stepwise regression how does the choice of α level affect the outcome?
In using stepwise regression (which, in general, is something that should not be done!) one often uses two alpha values; an alpha_1 that controls entry and an alpha_2 that controls exit. A smaller value of alpha means that variables have to be "more significant" to be chosen to enter, or to avoid being dropped. So the result on the final answer will tend to be...

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