Hello @f2harrell and @Drew_Levy. I’m taking the RMS short course right now (May 2023). In the online RMS book Section 1.6 Model uncertainty / Data-driven Model Specification, the audio recording refers to Peter Austin’s bootstrap method for stepwise regression that involves something like assigning zero for variance when the variables were not selected. Could you please give me the full reference to this? I have a stepwise regression project (which I will post about in a separate message) and I would like to learn to do things properly.