Draft
Before using screening methods, user needs to be aware of the caveats.
Blindly using screening methods often times leads to variuos problems.
The statistician knows best what is the purpose/goal of the regression/analysis.
Find more proper word for “user”
- High probabilities of Type I and Type II errors
- No higher-order terms or interactions
- Nonsensical terms in the model
- Important independent variables omitted that interact with other x’s