In this manuscript we evaluate the performance of a variable selection procedure that could be used in case-control studies. This method is based on selection statistics computed from a matrix of Kendall tau b correlation coefficients. A simulation study was performed to compare the performance of this method to logistic regression, discriminant analysis, and the rank-transformed versions of these methods. For most of the situations studied the method based on Kendall tau b correlation coefficients correctly selected the variables that were related to case-control status more often than any of the other methods. We discuss the implications of the results of this study for epidemiologic research.