A clinical psychologist has identified 15 variables that might be useful in predicting anxiety level at the end of an 8-week therapy program. Describe what would take place if the psychologist used stepwise multiple regression to reduce the number of
variables.
What will be an ideal response?
1. The first step would identify the single predictor variable that accounted for the most variance in the criterion variable. If this proportion of variance accounted for is not significant, the process stops. If the proportion of variance accounted for by this predictor variable is significant, the process moves to the second step.
2. The second step would identify the predictor variable that, in combination with this first one, had the highest R2, and whether this combination is a significant improvement over the best single predictor variable alone. If it is not, the process stops. If it is a significant improvement, the program goes on.
3. The third step, and any further steps, would identify any additional predictor variables resulted in a significant improvement in prediction over and above just the first two predictors. The third step continues until either all the predictor variables are included or adding any of the remaining ones does not give a significant improvement.
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