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Table 1 Average number of explanatory variables per equation, σx = 5

From: Step away from stepwise

Candidates No drift Drift
σy = 10 σy = 20 σy = 30 σy = 10 σy = 20 σy = 30
10 5.25 4.74 3.45 5.59 5.54 5.13
50 7.51 6.99 5.68 8.14 7.81 6.52
100 11.25 10.71 9.44 10.03 9.19 7.31
200 27.67 26.75 25.34 13.03 11.03 8.43
250 56.75 56.78 55.59 14.45 11.88 9.00
500 97.64 96.82 94.91 32.26 21.04 14.85
1000 98.55 97.88 96.92 70.11 57.30 42.79