What is the reason behind that the majority of researchers set the p value of 0.25 to select the candidate variables for multivariable analysis?

08 July 2023 1 8K Report

most of the time researchers perform the bivariate analysis of one dependent variable with several independent variables, and set the criteria at p value of 0.25 to retrieve a candidates variable for multivariable. is there a hard rule to set the p value? if yes what are the criterias?

Bruce Weaver

Hello Berhanu Negese Kebede. The bivariate (or univariable) screening you describe is not recommended, because it is known to produce over-fitted models. See Mike Babyak's nice 2004 article on over-fitting, for example. And see the datamethods.org checklist section on multivariable models. HTH.

https://people.duke.edu/~mababyak/papers/babyakregression.pdf
https://discourse.datamethods.org/t/author-checklist/3407#multivariable-modeling-problems-21

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