RE: Model building algorithm
From: "Bachman, William" <bachmanw@globomax.com>
Subject: RE: Model building algorithm
Date: Fri, 21 Apr 2000 14:13:13 -0400
Mark
My personal experience has been similar to yours. Despite all that we have been taught, I have had better results using models with etas on all the structural parameters, carrying them through the modeling process and then removing those etas which are shown in a final stage not to be supported by the data. Basically building a "full model" followed by "model reduction". Probably considered blasphemous by those with more of a statistical bent, but, it works for me.
William J. Bachman, Ph.D.
GloboMax LLC
Senior Scientist
7250 Parkway Drive, Suite 430
Hanover, MD 21076
Voice (410) 782-2212
FAX (410) 712-0737
bachmanw@globomax.com