Dear List members,
I would appreciate if I could be directed to a reference (journal article or book) for the following approach of variable selection in multiple regression. This approach seems to be quite common in some area of research but I have not seen any reference for it.
Approach: When there are many explanatory variables, first each explanatory variable is regressed individually against the outcome (dependent) variable. Then, for each variable, if the p-value is, say <=.20, it is chosen to be included in a multiple regression model (this stage may be called the screening phase). Next, these selected variables are used in a multiple regression approach to come up with a final model (the multiple regression can be, I guess, conducted using a backward, forward, or stepwise approach).
Many thanks in advance,
Noori
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Noori Akhtar-Danesh, PhD
Faculty of Health Sciences,
McMaster University,
1200 Main St. West, Room 3N28B
Hamilton, ON L8N 3Z5,CANADA
Tel: 905-525-9140 Ext. 22297 & 22725
Fax: 905-521-8834
http://www.fhs.mcmaster.ca/ceb/faculty_member_akhtar-danesh.htm
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