Stepwise Regression and Stepwise Discriminant Analysis Need Not Apply here: A Guidelines Editorial
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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Selecting on statistical associations is a data-driven approach which may lead to non-replicable results.
“Selecting on statistical associations is a data-driven approach which may lead to non-replicable results [44].”
From Students under lockdown: Comparisons of students’ social networks and mental health before and during the COVID-19 crisis in Switzerland (2020) · cites this paper as [44]
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- Authors
- Thompson, B.
- Affiliations
- Baylor College of Medicine (US)
- Corresponding author
- Thompson, Bruce
- Venue
- Educational and Psychological Measurement
- Publisher
- SAGE Publications
- 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
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
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