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

From: marc.gastonguay@snet.net Subject: RE: [NMusers] order of covariate inclusion -> avoiding stepwise approaches -> abandoning exploratory analysis? Date: 9/26/2003 12:05 PM Bill, I think the problems with a "kitchen sink" approach go further than time consumption. One of these is the increased chance of obtaining false positive covariates and overfitting along with uninterpretable results. As Mark Sale indicated, even with a broad search approach like the Genetic Algorithm, you need to make rational choices to obtain models that are "considered plausible or of interest (either based on previous data or biology)". Why not use your LINUX cluster to run 1000 bootstrap replicates on the full model? Marc [Thanks for the shameless sales plug.]