RE: covariate selection question
From: mark.e.sale@gsk.com
Subject: RE: [NMusers] covariate selection question
Date: Wed, 18 Jan 2006 08:17:39 -0500
Mats,
It isn't the step wise part of the traditional model building that is
subjective. Step wise can be completely objective - as in the automated
step wise linear and logistic regression algorithms in many stats packages.
The subjective part comes when someone is weighing a 3 point decrease in OBJ,
with maybe a little better time vs wres (or cwres), but not a compelling
biological basis, but now fails a covariance step (which Nick tell us isn't
really important anyway - and I'm beginning to agree ....) If all these
were specified (and quantifiable?) prior to the analysis, then it would be
fine, but they tend to be done real time during the analysis. So .... did
the analyst at GSK (I mean Pfizer) decide that the race effect on K21 shouldn't
be included because the plot really wasn't any better and it doesn't make any
biological sense, or because it might cause problems in discussions about
labelling?
WRT your comment
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.
I agree, I suspect that the best opportunity for improvement in most models is in
the structural model, not the covariate model.
Mark Sale M.D.
Global Director, Research Modeling and Simulation
GlaxoSmithKline
919-483-1808
Mobile
919-522-6668