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I'm using a logistic mixed-effect model with random intercept and I want to perform a stepwise selection of the parameters of the fixed-effects. Is there any way to perform s stepwise selection using LRT test?

Robert Long
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user1988
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1 Answers1

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Please do not use stepwise procedures for model selection. They are very bad. So are p-values (when used for model selection). See the following for further reading:

Algorithms for automatic model selection

Understanding why stepwise selecton based on p-values is bad

Why are p-values misleading after performing a stepwise selection?

ASA discusses limitations of $p$-values - what are the alternatives?

How much do we know about p-hacking "in the wild"?

And on external sites/blogs:

https://www.lexjansen.com/pnwsug/2008/DavidCassell-StoppingStepwise.pdf

https://www.reddit.com/r/statistics/comments/7bvo6m/why_is_stepwise_regression_criticized/

https://www.stata.com/support/faqs/statistics/stepwise-regression-problems/

https://statmodeling.stat.columbia.edu/2014/06/02/hate-stepwise-regression/

And a few journal articles:

Henderson, D.A. and Denison, D.R., 1989. Stepwise regression in social and psychological research. Psychological Reports, 64(1), pp.251-257.
https://journals.sagepub.com/doi/abs/10.2466/pr0.1989.64.1.251

Hurvich, C.M. & Tsai, C.L. (1990) The impact of model selection on inference in linear regression. American Statistician, 44, 214–217.
https://www.tandfonline.com/doi/abs/10.1080/00031305.1990.10475722

Stephens, P.A., Buskirk, S.W., Hayward, G.D. & Martinez del Rio, C. (2005) Information theory and hypothesis testing: a call for pluralism. Journal of Applied Ecology, 42, 4–12.
https://besjournals.onlinelibrary.wiley.com/doi/full/10.1111/j.1365-2664.2005.01002.x

Steyerberg, E.W., Eijkemans, M.J.C. & Habbema, J.D.F. (1999) Stepwise selection in small data sets: a simulation study of bias in logistic regression analysis. Journal of Clinical Epidemiology, 52, 935–942.
https://www.sciencedirect.com/science/article/abs/pii/S0895435699001031

Thompson, B., 2001. Significance, effect sizes, stepwise methods, and other issues: Strong arguments move the field. The Journal of Experimental Education, 70(1), pp.80-93. https://www.tandfonline.com/doi/abs/10.1080/00220970109599499

Whittingham, M.J., Stephens, P.A., Bradbury, R.B. and Freckleton, R.P., 2006. Why do we still use stepwise modelling in ecology and behaviour?. Journal of animal ecology, 75(5), pp.1182-1189. https://besjournals.onlinelibrary.wiley.com/doi/full/10.1111/j.1365-2656.2006.01141.x

Woodside, A.G., 2016. The good practices manifesto: Overcoming bad practices pervasive in current research in business. Journal of Business Research, 69(2), pp.365-381. https://www.sciencedirect.com/science/article/abs/pii/S0148296315004142

Robert Long
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  • Does this answer your question ? If so then please consider marking it as a the accepted answer and (if you haven't already) upvoting it. If not, please could you let us know why so that it can be improved – Robert Long Jun 04 '21 at 14:53