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

From: sduffull@pharmacy.uq.edu.au Subject: RE: [NMusers] order of covariate inclusion -> avoiding stepwise a pproaches -> abandoning exploratory analysis? Date: 9/26/2003 5:57 PM Mark I don't think that building a model from prior information is necessarily particularly Bayesian. Indeed the use of prior information does not necessarily imply a Bayesian analysis (as shown in the recent JPKPD article using prior in a frequentist sense [I'm at home and don't have the particular details at hand]). You are right though that hypothesis testing is essentially a frequentist concept... nevertheless there are Bayesian alternatives that also do the "same" thing. Consider an hypothesis test (reject/fail to reject) as just a special case of the consideration of the posterior probability that the data arose from a particular model, but with quantal rather than quantitative criterion. Although this is a simplification (and I stand to get many emails about this!) the process of how you go about building models is not necessarily a function of the statistical framework of your analysis ... the method of selection of the best model (however) is. Incidentally I would suggest setting age_max to be << 99 :) Steve