Rich Ulrich wrote:

> On 12 Mar 2004 09:00:42 -0800, [EMAIL PROTECTED] wrote:
> 
> 
>>I really need a hand with a regression analysis for my thesis. 
>>I'll try as best I can to summarize/explain. I have a DV, time on 
>>task. I have a number of IVs, demographics of the participant, 
>>cognitive tests. 
>>
>>Generated a series of bivariate correlations for time on task. 
>>Took all significant correlates of Time On Task (11 variables) and 
>>entered them in a hierarchical regression, the ordering based on the 
>>strength of the correlation. 
> 
> 
> Well, that's a bad idea right there.  You can see my stats-FAQ  for 
> comments about stepwise regression, and further references.
> How many variables did you *start*  with?  - Since there
> were a lot, your procedure puts you into an exploratory mode
> where testing has been fatally undermined;  
> and the "stepping"  is mainly useful for selecting
> a *concise*  model with few variables, assuming that you
> are confident that they really matter, and cover what else
> matters.
> 
> 
Rich,
  I tend to agree with you about the potential abuse of stepwise 
multiple regression. However, it is widely used and I wouldn't label a 
study using stepwise as being of necessity flawed, even if the goal was 
to evaluate the relative importance of different explanatory variables. 
  For example, this week's Science has an article that has been widely 
reported in the popular press and the key analysis is a stepwise 
regression. One way of interpreting the paper is that the authors used 
stepwise to make their assessment of the importance of N deposition more 
objective. They didn't pick N deposition, the computer did.

  Stevens, Carly J., Dise, Nancy B., Mountford, J. Owen, Gowing, David J.
Impact of Nitrogen Deposition on the Species Richness of Grasslands
Science 2004 303: 1876-1879

http://www.sciencemag.org/cgi/content/full/303/5665/1876
 From the paper:
For each site, we compiled a data set of the potential drivers on plant 
species richness, including all of those described as globally important 
(15): nine chemical environmental factors [deposition of reduced 
inorganic N (NH3, NH4+), oxidized inorganic N (NO, NO2, NO3�), and total 
inorganic N; deposition of SO42�; acid deposition (total inorganic N + 
SO42�); topsoil (A or O horizon) pH and subsoil (30 to 40 cm) pH; 
topsoil percentage of N; and topsoil C:N ratio]; nine physical 
environmental factors (mean annual temperature and precipitation, actual 
and potential evapotranspiration, soil moisture deficit, litter cover, 
altitude, slope, and aspect); and two human modifications (grazing 
intensity and enclosures) (table S1). These variables were entered into 
a stepwise multiple regression with site species richness as the 
dependent variable.
...
Of 20 variables measured to account for the variability in species 
richness, total deposition of inorganic N (Ndep, kg N ha�1 y�1) was the 
most important predictor, explaining more than half of the variation in 
the number of species per quadrat (Fig. 2A and Eq. 1).
...
  After accounting for N deposition, mean annual precipitation (MAP, mm) 
explained an additional 8% of variability in species richness. A further 
5% was explained by the A horizon soil pH (Top pH, Fig. 2B) and 3% by 
altitude (Alt, m). In total, 70% of the variability in species richness 
could be explained by these four variables: ...

.
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