Re: Stepwise regression

From: Mats Karlsson <Mats.Karlsson@biof.uu.se> Subject: Re: Stepwise regression Date: Mon, 11 Dec 2000 22:32:18 +0100 Dear Vladimir, I, and I imagine most modellers, agree that your recommendations are as good as any single procedure can be. However, we shouldn't ignore the problems even with this. For example, even if they are very attractive (and should be pursued) graphical procedures aren't without problems. Parameters (or ETA's) can be imprecise, biased and vary within subjects over time. Covariates may be correlated and time-varying rendering "normal" graphics relatively uninformative. Trends and significances are not easy to assess graphically (analyst-dependent?) and how are we to choose which relationship to include first (which parameter?, categorical versus continuous covariate?). If graphics based on etas are used should we include covariances in the basic model (Diane Moulds question that didn't seem to get an answer)? If a single covariate is influencing several parameters should we add it stepwise or simultaneously on these? In addition, purely graphical procedures for inclusion may be difficult to specify and time-consuming (this is an issue for most people even if we in the ideal case don't need to take them into consideration). Also, using graphics doesn't really address the problem that started the discussion. Stepwise procedures using graphics may suffer from exactly the problems you first mentioned. I think we need to continue to pursue the investigation of different model building procedures to learn more about which ones are suitable for what type of model building (no of parameters, no of covariates, complexity and purpose (treatment optimization/hypothesis generation/clinical trial simulation,...) of model, etc). Also, scientific plausibility/mechanistical interpretability and, as you mentioned, clinical significance, should probably be given a more prominant role than presently. Best regards, Mats