
From  Richard Williams <Richard.A.Williams.5@ND.Edu> 
To  statalist@hsphsun2.harvard.edu 
Subject  Re: st: stepwise 
Date  Mon, 04 Sep 2006 11:17:35 0400 
At 10:19 AM 9/4/2006, Timothy.Mak@iop.kcl.ac.uk wrote:
Pairwise is one of the options on the SPSS regression command. It will compute the correlations using pairwise deletion and then do the calculations from there. Pairwise isn't too bad if data are missing randomly and MD is scattered across cases. However, nonrandom missing data can be a problem. Pairwise deletion and other commonly used (and misused) techniques are discussed in my handout atHi Richard, Do you know how the SPSS pairwise procedure work? I don't think it works the way I wanted it to work.
Those two may know more than I do! But the concern is that, with stepwise, vars can enter into the equation just by chance. So, suppose your final model has X1X3, and you make a big deal about your profound discovery of the importance of these vars. But, just by chance alone, if you have 50 vars and alpha = .05, you would expect about 3 vars to enter into the equation. The problem is compounded if you don't tell people you used stepwise and make it sound like it was your great theory that identified those 3 winners!Now I'm really curious about why you suggested using a lower cutoff than .05. In fact I was going to use 0.15, as suggested in Hosmer and Lemeshow.
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