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  • Adding too many variables to a regression model

    Am I correct in thinking adding too many variables to a regression model can increase the likelihood of overfitting the model, reducing statistical power and increasing the chances of error? Are there references to show this?

  • #2
    Joe:
    see Frank Harrel's excellent textbook on Regression Modelling Strategies (2nd ed): https://www.springer.com/gp/book/9783319194240 pages 72-74.
    Kind regards,
    Carlo
    (Stata 19.0)

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    • #3
      I concur that book is a very useful resource.

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      • #4
        I wrote Harrel but meant Harrell (I beg your pardon Frank, should you ever come across this post).
        Kind regards,
        Carlo
        (Stata 19.0)

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