Rollin Brant's Statistical Pet Peeves
Stepwise Regression: Much to the chagrine of the statistical community, stepwise regression
remains the most widely followed approach to model selection in multiple
regression. The FAQ section of STATA's web-site provides a very helpful
discussion titled
Problems with Stepwise Regression,
with insightful comments
from Frank Harrell and Ronan Conroy.
A helpful introduction to alternate approaches can be found in the paper
Suggestions for presenting the results of data analyses
by
Anderson, David R., William A. Link, Douglas H. Johnson, and Kenneth P.
Burnham.
Post-hoc power calculations are usually conducted to help inform the interpretation of non-significant results. Confidence intervals provide a more sound and simpler approach. The advice section of
Russ Lenth's power and sample-size page
provides expanded discussion of this and other issues, in particular
rather scathing criticisms of the use of the "effect size" approach
to sample size calculation.