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st: any virtues to stepwise regression?

From   "Christopher W. Ryan" <>
To   Statalist <>
Subject   st: any virtues to stepwise regression?
Date   Sun, 07 Aug 2005 17:42:41 -0400

I'm familiar with the "evils" of stepwise reegression techniques that occasionally are discussed on Statalist. I don't mean to stir them up again. In journal club for my family practice residents, I had occasion to present a great example of stepwise multiple logistic regression producing 6 significant predictor variables for perioperative morbidity, while "all-at-once" regression confirmed only 4 of them. [Lee TH, et al. Derivation and prospective validation of a simple index for prediction of cardiac risk of major non-cardiac surgery. Circulation 1999; 100:1043-1049.] It was instructive.

Are there *any* circumstances in which stepwise multiple regression would be the preferred approach?


Christopher W. Ryan, MD
SUNY Upstate Medical University Clinical Campus at Binghamton
and Wilson Family Practice Residency, Johnson City, NY
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"If you want to build a ship, don't drum up the men to gather wood, divide the work and give orders. Instead, teach them to yearn for the vast and endless sea." [Antoine de St. Exupery]

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