Covariate effect

From: Toufigh Gordi Subject:[NMusers] Covariate effect Date: Fri, 07 Mar 2003 14:47:15 -0500 Dear all, I have a general question with regard to incorporation of covariate(s) into the model. If I understand it correctly, a covariate can partly explain the variability of a particular model parameter, meaning that upon insertion of the covariate effect the inter-individual variability normally decreases. A significant decrease in objective function value is also another indication that the presence of the covariate in the model has improved the general fit. What if the incorporation of a covariate results in a large decrease of the OFV but very small or no change in the ETA of the particular parameter? Am I correct to conclude that the decrease in OFV is probably the result of having an extra parameter rather than having the correct reason for the observed variability? Would a simpler model be as good as the more complete (with covariate effect built into it)? Put another way, which model is preffered: one without a covariate or one with a covariate with significantly lower OFV but no change in ETA? Toufigh Gordi