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Re: st: any virtues to stepwise regression?


From   "Christopher W. Ryan" <cryan@binghamton.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: any virtues to stepwise regression?
Date   Sun, 07 Aug 2005 19:36:41 -0400

This may be the case with Lee's proposed new perioperative cardiac risk index, in which the goal is to predict who will have trouble perioperatively. Two of the 6 variables that he fleshed out in his "derivation sample" (stepwise regression) did not pan out in his "validation sample" (all-at-once regression); yet he reported a 6-variable index, rather than the 4-variable one.
--
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


Richard Williams wrote: . . . . .

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?)
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