I have a set of data (~ 90 cases) and an outcome of a diagnostic test. I have collected factors that were determined before the test that could predict the outcome of the test. Now some of the data are binary, some are continuous (lab tests), one is categorical (the original diagnosis leading to the symptom with 5 categories).
The statistician did (in SPSS) a multiple logistic regression on most of the parameters and then a backwards stepwise selection, which produced a model, one of the factors was strongly significant (<0.001), the others insignificant (two of them in the 0.01-0.05 range). The question from my colleagues was natural - why was this or that possible factor not included, and "these two factors are actually significant, or can we say nearing significance". I must say I don't like to interpret "nearing significance", but I have to work with my colleagues. I asked the statistician to perform another analysis, this time with the full set of factors, and the result is different, only one of the factors (the most significant one) stayed in the new model, is still strongly significant but there are other factors, also in the 0.01-0.05 range, which will bring me to the "nearing significance" problem again. I also tried with R and Rcmdr with the same data, and stepwise selection based on AIC or BIC produces different results (only the one factor remains the same).
Now I see that given that various stepwise selection methods produce different models with insignificant factors, the presence of these factors in the model is just random. That's why I would like not to include them. Most of all, I don't want to interpret their presence in the model because the colleagues think that I should as they are "nearing significance".
Question 1: To make things simpler, is it possible to run a "battery" of univariate logistic regressions on all the variables? This would solve both my problems - I would have one simple significant model with the most significant variable and wouldn't have to deal with "nearing significance" interpretation in the others.
Question 2: Is there any correction of the significance to be used in multiple logistic regression as it is with multiple comparisons, so I can deal with the "near significance" argumentation?