RE: Model building algorithm

From: "Sale, Mark" <ms93267@glaxowellcome.com> Subject: RE: Model building algorithm Date: Fri, 21 Apr 2000 15:46:25 -0400 Bill, You're right of course, but this forms a criteria for including an eta, but doesn't address whether the eta should have been added with the theta or after the theta. My additional comments include a reference to an excellent paper by Jose Pinheiro and Doug Bates (Model Building for Non linear Mixed Effects Models - sorry I don't have the rest of the reference, I just have a hard copy in my files). They suggest (as you do) "Starting with a model where all of the parameters have associated random effects and then removing unnecessary terms is probably the best strategy". They recommend then examining the eigenvalues of the (full) variance-covariance and/or the coefficient of variation matrix (a normalized) variance/covariance matrix) to find those etas that seem to be inconsequential. Mark