Cited by 434Statistical Methods and ApplicationsStatistical Methods and InferencePsychometric Methodologies and Testing

Stepwise Regression and Stepwise Discriminant Analysis Need Not Apply here: A Guidelines Editorial

Thompson, Bruce·1995·Educational and Psychological Measurement

Abstract

Stepwise methods are frequently employed in educational and psychological research, both to select useful subsets of variables and to evaluate the order of importance of variables. Three problems with stepwise applications are explored in some detail. First, computer packages use incorrect degrees of freedom in their stepwise computations, resulting in artifactually greater likelihood of obtaining spurious statistical significance. Second, stepwise methods do not correctly identify the best variable set of a given size, as illustrated by a concrete heuristic example. Third, stepwise methods tend to capitalize on sampling error and thus tend to yield results that are not replicable.

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Crossref · 10.1177/0013164495055004001

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Authors
Thompson, B.
Affiliations
Baylor College of Medicine (US)
Corresponding author
Thompson, Bruce
Venue
Educational and Psychological Measurement
Published
1995-08
Volume
55
Issue
4
Pages
525-534
ISSN
  • 0013-1644 (ISSN-L)
  • 1552-3888
OpenAlex
W2088223830
Cited by
434
References
24
Citations by year
2026: 12 · 2025: 13 · 2024: 16 · 2023: 21 · 2022: 32 · 2021: 26 · 2020: 22 · 2019: 21 · 2018: 16 · 2017: 13 · 2016: 21 · 2015: 10 · 2014: 16 · 2013: 24 · 2012: 16
FWCI
8.47
Type
journal article
Language
en
Open access
closed
Locations
Educational and Psychological Measurement (publishedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Psychometric Methodologies and Testing
Keywords
stepwise regression, stepwise discriminant analysis, feature selection, degrees of freedom, sampling error, replicability, feature importance, statistical methodology critique

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