Stepwise Regression: A Caution

In current political science and sociology literature, stepwise regression is widely used to assess the importance of different variables in explaining a particular phenomenon (for examples, see Blank, 1974; Brady and Althoff, 1973; Danzger, 1975; Goodman, et al., 1973; Kornberg, et al., 1973; Lieberson and O'Connor, 1972; Miller, et al., 1976; Wells, 1974). Specifically, the stepwise routine Is employed to select the appropriate independent variables for a regression equation, and to evaluate the relative effect of these vari ables on the dependent variable. Miller and his colleagues (1976:766n) in their generally excellent paper on the 1972 election, provide a very clear example when they attempt to evaluate the issues shaping the vote: