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An undesirable feature of stepwise procedures is that they lead to a single subset of variables and do not suggest alternative good subsets. Another concern is the possibility of premature termination .... by comparison, all subsets regression provides more information, is more reliable and is to be preferred provided that it is computationally feasible.  3, fiche 1, Anglais, - all%2Dsubset%20regression

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[...] Les régressions relatives à x1, x2, x3..., xn seront comparées aux régressions relatives à des ensembles plus réduits de variables [...]  2, fiche 1, Français, - technique%20de%20tous%20les%20sous%2Densembles

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