RE: order of covariate inclusion -> avoiding stepwise approaches -> abandoning exploratory analysis?

From:Ken.Kowalski@pfizer.com Subject: RE: [NMusers] order of covariate inclusion -> avoiding stepwise approaches -> abandoning exploratory analysis? Date: 9/26/2003 10:43 AM Bill, You make a good point. There will often be a need to consider ad hoc covariates that weren't specified during the initial building of a full model. But that is also true of any systematic model building procedure including forward selection. Before beginning a forward selection procedure we still need to list a priori what covariate effects we wish to consider for inclusion in the first step of the procedure. I maintain that incorporating an ad hoc covariate into a final model after using a stepwise procedure is not as informative as incorporating the ad hoc covariate into a previously developed full model. Ken