RE: covariate selection question
From: Michael.J.Fossler@gsk.com
Subject: RE: [NMusers] covariate selection question
Date: Tue, 17 Jan 2006 08:20:24 -0500
What you describe happens frequently. Two (or more) covariates may not have much
influence by themselves, but together they influence the fit to a significant extent.
However, I would not obsess over the -2LL as a sole criterion by which to judge the
fit. Ask yourself the following questions: Does the inclusion of the covariate a)
decrease the standard error of the relevant parameter,b) improve the fit (as judged
by plots), c) make biologic sense? I would urge you not to rely on the -2LL as the
sole criterion - I have seen too many examples where inclusion of a covariate
decreased the -2LL but had a negative impact on the fit.
Mike
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Michael J. Fossler, Pharm. D., Ph. D., F.C.P.
Director
Clinical Pharmacokinetics, Modeling & Simulation
GlaxoSmithKline
(610) 270 - 4797
FAX: (610) 270-5598
Cell: (443) 350-1194
Michael_J_Fossler@gsk.com
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