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

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

Thompson, Bruce·1995·Educational and Psychological Measurement

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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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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
DOI: 10.1177/0013164495055004001
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
Licence: journals.sagepub.com/page/policies/text-and-data-mining-license (tdm)
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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Stepwise Regression and Stepwise Discriminant Analysis Need Not Apply here: A Guidelines Editorial

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