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Re: st: any virtues to stepwise regression?

From   Roger Newson <>
Subject   Re: st: any virtues to stepwise regression?
Date   Mon, 08 Aug 2005 13:50:26 +0100

At 09:44 08/08/2005, Svend Juul wrote:
Chris Ryan asked (rethorically?):

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

I can think of one example:

In the thalidomide disaster an epidemic of rare malformations occurred.
There were no strong, but dozens of weak hypotheses about the etiology.
In such a situation I think an extensive case-control study followed by
a stepwise logistic regression analysis is the most sensible thing to
If I was doing a data-mining exercise of this nature in an extensive case-control study, then I think I would define a propensity score for each candidate cause, calculate confidence limits and P-values for the propensity-adjusted odds ratio for each candidate cause, and then use one or more of the multiple test procedures available from the -smileplot- package, downloadable from SSC (see Newson et al., 2003). This method would have the advantage that I could then make meaningful confidence statements about my set of "discoveries", which I could not do with a clear conscience using stepwise regression.



Newson, R. and the ALSPAC Study Team. 2003. Multiple-test procedures and smile plots. The Stata Journal 3(2): 109-132. A pre-publication draft is downloadable from my website at

Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London

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Opinions expressed are those of the author, not the institution.

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