[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Richard Williams <Richard.A.Williams.5@ND.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: any virtues to stepwise regression? |

Date |
Sun, 07 Aug 2005 17:51:31 -0500 |

At 05:42 PM 8/7/2005 -0400, Christopher W. Ryan wrote:

Are there *any* circumstances in which stepwise multiple regression would be the preferred approach?No. :) The Stata Faq on this is at

http://www.stata.com/support/faqs/stat/stepwise.html

But, there are times when it is less horrible than others. For example, you might do an exploratory stepwise analysis with one data set (or half of your full data) and then see if you replicate with another data set. Exploratory analyses in general might give you ideas you would have otherwise overlooked.

Also, you could use a more stringent significance level to reduce the likelihood that you are capitalizing on chance.

It is also sometimes argued that stepwise isn't so bad if your goal is prediction rather than explanation (e.g. if you've got a formula that accurately picks the winners of horse race, what do you care why it works, so long as it does?)

The worst case scenario is something like you use stepwise regression to select 3 variables out of 50, write a paper and neglect to mention how your 3 variables got chosen.

On the other hand, it could be argued that something very much like stepwise often happens on a covert basis - people try a bunch of things out and only report the stuff that worked.

-------------------------------------------

Richard Williams, Notre Dame Dept of Sociology

OFFICE: (574)631-6668, (574)631-6463

FAX: (574)288-4373

HOME: (574)289-5227

EMAIL: Richard.A.Williams.5@ND.Edu

WWW (personal): http://www.nd.edu/~rwilliam

WWW (department): http://www.nd.edu/~soc

*

* For searches and help try:

* http://www.stata.com/support/faqs/res/findit.html

* http://www.stata.com/support/statalist/faq

* http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: any virtues to stepwise regression?***From:*Alan Neustadtl <alan.neustadtl@gmail.com>

**Re: st: any virtues to stepwise regression?***From:*"Christopher W. Ryan" <cryan@binghamton.edu>

**References**:**st: any virtues to stepwise regression?***From:*"Christopher W. Ryan" <cryan@binghamton.edu>

- Prev by Date:
**st: on-line interactive statistics tutorials for absolute beginners** - Next by Date:
**Re: st: any virtues to stepwise regression?** - Previous by thread:
**st: any virtues to stepwise regression?** - Next by thread:
**Re: st: any virtues to stepwise regression?** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |