Stepwise regression

From: Michael J Fossler <Michael.J.Fossler@dupontpharma.com> Subject: Stepwise regression Date: 27 Nov 2000 13:20:46 -0500 I have been following this thread with great interest. It should be noted that others (such as Hosmer and Lemeshow in their excellent book on logistic regression) have a kinder view of stepwise regression. It seems to me that many of the pitfalls of this method can be avoided by selecting reasonable alpha values for covariate entry and retention, along with a healthy dose of common sense. One additional comment: The advice that one should not look at plots of your data before modeling it strikes me as bizarre to say the very least, not to mention unscientific. Are we really so easily swayed that one peek at the data will ruin us for all eternity? I take quite the opposite view: ALWAYS look at plots of your data before you model, but set (a priori) criteria which will be used to include or exclude variables when you start modeling. Finally, as is so often noted in this forum, know the biology of your system so that the importance (or lack thereof) of a covariate can be judged scientifically. Just another example to support my view that statistics is too important to be left to statisticians... Mike ***************************************************************************** Michael J. Fossler Senior Research Scientist Drug Metabolism and Pharmacokinetics, DuPont Pharmaceuticals (302) 366-6445 michael.j.fossler@dupontpharma.com