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Control of covariates is essential in nonexperimental epidemiologic studies. Important covariates, such as smoking or alcohol consumption, often are crudely categorized in epidemiologic analyses. In this paper, I illustrate by both hypothetical and empirical examples that control of crudely categorized covariates can yield strongly misleading results. In particular, I show that, under certain conditions, control for crudely classified covariates can even be worse than not controlling for such covariates at all. I conclude that covariate specification is an issue that requires much more care than it commonly receives in epidemiologic analyses.
Hermann Brenner (Thu,) studied this question.