Covariate Model Selection II

From: "Bonate, Peter, HMR/US" <Peter.Bonate@hmrag.com> Subject: Covariate Model Selection II Date: 11 Mar 1998 10:17:13 -0500 I recently sent out a message to the group in an attempt to answer a question. I have gotten many responses, most of which were distracted from the main issue by my mistyping the error model statement. Here is the real issue: regardless of the error model or structural model, suppose inclusion of a covariate results in a significant drop in the objective function value, with no apparent change in residual plots, and tight precision of parameter estimates with and without the covariate, BUT residual error increases dramatically after inclusion of the covariate, does this imply that the covariate model is a better fit than the base model without covariate? For those of you that replied earlier, thank you very much. Peter L. Bonate, Ph.D. Hoechst Marion Roussel Clinical Pharmacokinetics P.O. Box 9627 (F4-M3112) Kansas City, MO 64134 fax: 816-966-6999 phone: 816-966-3723