Re: order of covariate inclusion
From: lgibiansky@emmes.com
Subject: Re: [NMusers] order of covariate inclusion
Date: 9/25/2003 1:18 PM
Pete,
Forward addiction procedure is implemented as follows:
If you have covariates A, B, and C, you test all of the models
Base + A
Base + B
Base + C
and then choose the best model (say, Base +A, if Base +A is significantly better
than Base and better than Base+B)
Then you test
(Base + A) +B
(Base +A) +C
and then choose the best one (say, Base +A+B)
Then you continue until you exhorted significant covariates.
In this way, the procedure is unique. Therefore, all the published models
that site "forward addition procedure" uniquely define the model, as above.
It seems that you have in mind the following procedure:
Let's add A to Base. OK, it is better, then lets add B to (Base + A), etc.
This is incorrect for the reasons that you mentioned: the final model
will depend on the order.
Best,
Leonid