RE: st: restricting margins to significant variables only

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Fri, 18/3/11, Richard Williams wrote:
> I agree, and one of the things that has always troubled me
> is the view that diagnostic tests (and resulting model
> modifications) are good while stepwise regression is bad.

Doing model diagnostics and testing hypotheses require a 
different logic. Model diagnostics is all about a trade-off
between making the model simple enough so we understand the
results and complicated enough so that is close enough to
reality. Statistical tests is all about the trade-off between
probability rejecting a hypothesis when we should not and 
rejecting a hypothesis when we should. So, by performing a 
test at the model diagnostic stage one is applying an 
inappropriate logic for that decision.

We are so used to doing statistical test, that many people 
think that in order for our work to be "scientific" we must 
use them at every stage of the research process.  As I 
tried to explain above, nothing could be further from the 
truth.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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