RE: covariate selection question

From: Mats Karlsson" mats.karlsson@farmbio.uu.se Subject: RE: [NMusers] covariate selection question Date: 18-Jan-2006 04:21 Hi Mark, Some loose thoughts. Stepwise doesn't equal subjective. Often the stepwise covariate modeling is the least subjective in the entire stepwise procedure of building a population model. It is generally clearer outlined in analysis plans than the stepwise building of the structural or stochastic parts of the model. We know that stepwise model selection has problems, but most of the criticism seems to be focusing on the covariate sub-model. The reason for that may be that none of us would take the time and effort to try a structural or stochastic model that didn't make biological sense. However for covariate model building we do try models that don't make biological sense to everyone. The reason being: (i) it is easier to try too many relations than too few (given that opinions about "biological sense" varies), and/or (ii) it is perceived that regulatory authorities want to have information even about relations that don't make sense (to e.g. to confirm expected non-interactions). I like your point about penalizing decisions based on prior belief. The point that "making subjective decisions during an analysis really violates principles of data analysis" is relevant for confirmatory analyses, but most of the time when we apply biologically rational models we are in learning mode and not making subjective (or data-driven) model building decisions would make the analyses rather useless. The article by Wade et al that you reference, concern mostly the fact that if you get the structural model wrong, other parts of the model can become wrong too (like the covariate model). One would expect that this works the other way around too: If you get your covariate model wrong, the structural model may get wrong too. Similar interactions are likely to occur between other model parts too. Regarding your last comment "step wise searches will never give you the correct answer": (i) the alternative to stepwise searches is to postulate a model before looking at the data - generally not a good idea (ii) no model building procedure will give us the correct answer... I think we all agree that improved model building procedures are valuable, but maybe the part that least needs new methods is the covariate model, we need much more guidance on how to build good structural models. Best regards, Mats -- Mats Karlsson, PhD Professor of Pharmacometrics Div. of Pharmacokinetics and Drug Therapy Dept. of Pharmaceutical Biosciences Faculty of Pharmacy Uppsala University Box 591 SE-751 24 Uppsala Sweden phone +46 18 471 4105 fax +46 18 471 4003 mats.karlsson@farmbio.uu.se