Re: Model building question

From: mark.e.sale@gsk.com Subject: Re: [NMusers] Model building question Date: Wed, March 2, 2005 9:51 am Thanks Nick, I did read your entire comment - I always study your comments carefully and keep a cross references data base of them for whenever I need some inspiration ; - ). I think we can agree on this: Prior knowledge should form the basis of the model Model validation/qualification should be based at least partly on predictive performance. But, two other issues: One, we still do, occasionally do hypothesis tests. In the case of hypothesis tests, sequence may be very important. Second, we also do simulation. The "domain" of interest across which we simulate frequently includes specific covariates, e.g., age, race gender wt. If your model doesn't include that covariate, obviously you'll find that that covariate has no influence on the outcome. So, in that regard, what covariates end up in the final model does matter - not just whether the line goes through the points. (of course, if you what to simulate across a range of a covariates, you should include that covariate in the model regardless of whether it passes some arbitrary hypothesis test P value) What we might disagree on is how readily one should abandon a prior believe based on new data. From my personal experience, I've found my prior believes to be frequently, perhaps usually wrong. Others may have different experience. Because I am usually wrong about things (ask my wife or kids), I am always ready to at least refine, frequently ready to completely discard my prior believes. Mark Sale M.D. Global Director, Research Modeling and Simulation GlaxoSmithKline 919-483-1808 Mobile 919-522-6668 _______________________________________________________