Re: Probabilistic model
From: Chuanpu.Hu@sanofi-aventis.com
Subject: Re: [NMusers] Probabilistic model
Date: Tue, May 17, 2005 10:29 am
While treating categorical variables as continuous allows better
estimation, often it is improper because the categories are not
homogenious. For example, difference between category 1 and 2 is usually
not comparable to that
between category 2 and 3. Combining caegories will make sense if one does
not care whether the category is 1 or 2, and the main objective is to
assess the probability of, say, <=2 vs >2. However, if that is not clear a
priori, then combining caegories would lose information indeed.
I suspect that the problem still lies in over-parameterization, e.g., the
number of ETAs, based on the phenominom Leonid describes.
Chuanpu
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Chuanpu Hu, Ph.D.
Biostatistics
sanofi-aventis
9 Great Valley Parkway
Malvern, PA 19355-1304
Tel: (610) 889-6774
Fax: (610) 889-6932