Dichotomizing Continuous Predictors in Multiple Regression: A Bad Idea. Royston, P.; Altman, D. G.; and Sauerbrei, W. Stat Med, 25:127-141, 2006.
doi  bibtex   
@article{roy06dic,
  title = {Dichotomizing Continuous Predictors in Multiple Regression: A Bad Idea},
  volume = {25},
  journal = {Stat Med},
  doi = {10.1002/sim.2331},
  author = {Royston, Patrick and Altman, Douglas G. and Sauerbrei, Willi},
  year = {2006},
  keywords = {teaching-mds,cutpoints,regression,categorization,dichotomization,efficiency,residual-confounding,clinical-research,continuous-covariates},
  pages = {127-141},
  citeulike-article-id = {13265458},
  citeulike-linkout-0 = {http://dx.doi.org/10.1002/sim.2331},
  posted-at = {2014-07-14 14:09:57},
  priority = {0},
  annote = {destruction of statistical inference when cutpoints are chosen using the response variable; varying effect estimates when change cutpoints;difficult to interpret effects when dichotomize;nice plot showing effect of categorization; PBC data}
}
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