"Final equation sample is larger than stepwise sample"

[LaurenF]

Hi

Sometimes hen I run a stepwise regression on my data, this note is in the results. Does this mean the sample used for the regression is smaller than my data sample. And if so, does this invalidate my results

Thanks

[EViews Gareth]

It means the observations used in the final estimation are not exactly the same as those used during the stepwise selection (due to NAs).

It does not invalidate the results.