Re: order of covariate inclusion

From: pbonate@ilexonc.com Subject: Re: [NMusers] order of covariate inclusion Date: 9/25/2003 1:02 PM Leonid, Thanks for your thoughts. I am not sure that order has an impact provided the degree of correlation between covariates is small to moderate. In the example you cite, when you have two covariates that are identical (the most extreme case) or highly correlated what will happen is that when both are entered into the model simultaneously most likely neither will show significance because of ill conditioning. I did a paper on this a few years ago. As the correlation between two variables increases the standard errors of the parameters increase eventually to the point where neither becomes significant. It seems surprising that no one has looked at this. Because if it has "great impact" as you suggest then we need to re-examine all the published pop pk models to date as most published reports fail to include alternative forward addition strategies in their development process. If order is important what guidelines are available or how do modelers choose their order of testing in the model? Any other comments? Anyone? pete