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

From: david_john.garbutt@pharma.novartis.com Subject: RE: [NMusers] order of covariate inclusion -> avoiding stepwise approaches -> abandoning exploratory analysis? Date: Friday, September 26, 2003 12:55 PM Hi, Marc said: 66 You could envision an approach where the full model is developed and confidence intervals for all parameters are obtained. Then, decisions about moving to a more parsimonious model are made based on the clinical relevance of estimated covariate effects where those covariates having little or no impact are dropped from the model. This preserves the assessment of why a covariate is "insignificant", while allowing a more parsimonious model. 99 But there is a big problem here - all those decisions about clinical relevance are as dependent on the data gathered as the results of the automated selection. (eg patient population, concomitant medications, the discovery of a new gene related to metabolism, etc...) So this method cannot be inherently better than the other. To put it another way what make the process (ie selection procedure) more scientific isn't the evidence we find supporting the model it is the fact we can find evidence against our model that can lead us to reject it - paying too much attention to prior knowledge leads us in the opposite direction. Clinical relevance is too shaky to pin everything on - after all before vitamins were discovered no one believed such small quantities of substances in food were important to dietetics. regards, Dave Garbutt DIT, Basel NEW:-> WSJ-310 2.09.22 <-> +41 61 32 49 521