Date: Wed, 23 Jul 2008 19:28:59 -0700
Reply-To: SR Millis <srmillis@yahoo.com>
Sender: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From: SR Millis <srmillis@yahoo.com>
Subject: Re: Multiple Regression with Continuous and Categorical Variables
In-Reply-To: <4887E308.80802@sfos.uaf.edu>
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Stepwise regression should be avoided:
1. It yields R-squared values that are badly biased to be high.
2. The F and chi-squared tests quoted next to each variable on the printout do not have the claimed distribution.
3. The method yields confidence intervals for effects and predicted values that are falsely narrow (See Altman and Anderson, 1989, Statistics in Medicine).
4. It yields p-values that do not have the proper meaning, and the proper correction for them is a difficult problem.
5. It gives biased regression coefficients that need shrinkage (the coefficients for remaining variables are too large; see Tibshirani, 1996).
6. It has severe problems in the presence of collinearity.
7. It is based on methods (e.g., F tests for nested models) that were intended to be used to test prespecified hypotheses.
8. Increasing the sample size doesn't help very much (see Derksen and Keselman, 1992).
9. It allows us to not think about the problem.
10. It uses a lot of paper.
Scott R Millis, PhD, MEd, ABPP (CN,CL,RP), CStat
Professor & Director of Research
Dept of Physical Medicine & Rehabilitation
Wayne State University School of Medicine
261 Mack Blvd
Detroit, MI 48201
Email: smillis@med.wayne.edu
Tel: 313-993-8085
Fax: 313-966-7682
--- On Wed, 7/23/08, Briana H. Witteveen <bwitteveen@sfos.uaf.edu> wrote:
> From: Briana H. Witteveen <bwitteveen@sfos.uaf.edu>
> Subject: Multiple Regression with Continuous and Categorical Variables
> To: SPSSX-L@LISTSERV.UGA.EDU
> Date: Wednesday, July 23, 2008, 10:03 PM
> Hello all,
> I know that to use categorical independent variables in
> multiple
> regression you must create dummy variables. How do you
> include the dummy
> variables in a multiple regression model that also includes
> several
> continuous independent variables? Is it possible to use
> dummy variables
> and continuous in a stepwise regression?
> Thanks!
>
> --
> Briana H. Witteveen
> Doctoral Candidate
>
> University of Alaska Fairbanks
> University of Central Florida
> Physiological Ecology and Bioenergetics Lab
> 118 Trident Way
> Kodiak, AK 99615
> Office: (907) 486-1514
> Mobile: (907) 942-2733
>
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