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Re: st: error in logistic regression when fitting models


From   SR Millis <srmillis@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: error in logistic regression when fitting models
Date   Mon, 7 Feb 2005 06:58:42 -0800 (PST)

> At 07:47 PM 2/6/2005 -0500, Flaviaercole@aol.com
> wrote:
> >I am using logistic regression with Stata 8.1 to
> build models for 
> >prediction of infection risk.   Stata runs the full
> model. Then, by 
> >removing variables (using p<0.2), I create new
> models, step by 
> >step.  


This aggressive approach to variable selection has
many problems. The final model derived is unlikely to
replicate in a new sample and the parameter confidence
limits will not be accurate.

SR Millis



=====
Scott R Millis, PhD, MEd, ABPP (CN & RP)
Director, Office of Clinical Trials
Kessler Medical Rehabilitation Research & Education Corp
1199 Pleasant Valley Way
West Orange, NJ  07052

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