Accession Number:

AD0701804

Title:

THE ABUSE OF STEPWISE REGRESSION OR: EXPERIMENTS IN FISHING,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

• Brandt,E. B.

Report Date:

1970-02-01

Pagination or Media Count:

6.0

Abstract:

The paper briefly discusses the inappropriate evaluation of stepwise regression results. The author employs a simple argument revealing the misleading significance levels that are customarily reported when using a stepwise regression program. Using such a program and applying standard statistical tests, experience has indicated that random numbers can produce, in the majority of cases, significant correlations at the 0.05 level. Until the development of better test statistics, a more prudent use of stepwise regression is suggested. Author

Descriptors:

• (*REGRESSION ANALYSIS
• ACCURACY)
• MATHEMATICAL MODELS
• STATISTICAL TESTS
• RANDOM VARIABLES

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE