<p>This answer just seems plain wrong to me.</p>

<p><a href="https://stats.stackexchange.com/a/501/39632">https://stats.stackexchange.com/a/501/39632</a></p>

<p>The question states that there are more features than observations, so backwards stepwise selection (which would require fitting the full model, which would not converge) just doesn't seem doable.</p>

<p>However, two considerations.</p>

<ul>
<li>The author is a diamond mod, so as a junior member of CV I would err on the side of being deferential, and someone already pointed out the problem.  The author's response didn't make a lot of sense to me.  ("This is machine learning, so you can.")</li>
<li>If the question were not a CW I think I would just -1 it, +1 the existing objection, and move on.  In this case though, I am wondering whether the traditional injunction against editing someone else's answer in a way that is inconsistent with the intent still holds here.  (Related question, but not on CW answers:
<a href="https://stats.meta.stackexchange.com/questions/1263/should-i-edit-a-factual-error">Should I edit a factual error?</a>)</li>
</ul>
