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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 [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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Metadata
- 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
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