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st: any virtues to stepwise regression?


From   "Christopher W. Ryan" <cryan@binghamton.edu>
To   Statalist <statalist@hsphsun2.harvard.edu>
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?

Thanks.

--Chris
--
Christopher W. Ryan, MD
SUNY Upstate Medical University Clinical Campus at Binghamton
and Wilson Family Practice Residency, Johnson City, NY
cryanatbinghamtondotedu
GnuPG and PGP public keys available at http://pgp.mit.edu

"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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