Which of the following statements is TRUE about the stepwise selection procedure

Question

Which of the following statements is TRUE about the stepwise selection procedure?

The stepwise selection procedure uses Adjusted R-square as the "best" model criterion.

Backward stepwise procedure and forward stepwise procedure would end up with the same "best" model.

The "best" model determined by the stepwise selection method is the same model as what would be selected by complete search but stepwise method is usually faster.

Different choices of alpha limits for variable selection may end up with different final models.

Explanation / Answer

In case of stepwise selection procedure, below are the relevant points: -

The stepwise selection procedure uses Adjusted R-square as the "best" model criterion.

Backward stepwise procedure and forward stepwise procedure would end up with the same "best" model.

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