> At 07:47 PM 2/6/2005 -0500, [email protected]
> wrote:
> >I am using logistic regression with Stata 8.1 to
> build models for
> >prediction of infection risk. Stata runs the full
> model. Then, by
> >removing variables (using p<0.2), I create new
> models, step by
> >step.
This aggressive approach to variable selection has
many problems. The final model derived is unlikely to
replicate in a new sample and the parameter confidence
limits will not be accurate.
SR Millis
=====
Scott R Millis, PhD, MEd, ABPP (CN & RP)
Director, Office of Clinical Trials
Kessler Medical Rehabilitation Research & Education Corp
1199 Pleasant Valley Way
West Orange, NJ 07052
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