Re: order of covariate inclusion

From: harry.mager.hm@bayer-ag.de Subject: Re: [NMusers] order of covariate inclusion Date: 9/25/2003 1:23 PM Pete, It seems to be easy to provide a counter example, i.e., if two variables are highly negatively correlated. Of course standard errors will increase with increasing correlations, but this does not necessarily result in insignificance of both variables, what really increases dramatically is model uncertainty, meaning in this case the decision which variable to select is more dictated by random variation / fluctuation than by the underlying relationships. Apart from that, what really counts is the multiple interdependence. The latter may be high even if the pairwise correlations are moderate. If at all, re-examination of Pk/Pd's published has to take into account the entire covariate pool (all those that were originally considered), the approximation methods used [e.g., U. Whlby, N. Jonsson, M. Karlsson published very nice papers on the latter aspects], etc. Harry