RE: covariate selection question

From: mark.e.sale@gsk.com Subject: RE: [NMusers] covariate selection question Date: Fri, 20 Jan 2006 12:57:19 -0500 Bill, I might suggest that simulation studies are based on a model in which there are no complex interactions between effects. Interestingly, even when we have done simulation studies, we sometimes find that the optimal model is not the one used for the simulation, due to random variation, a better model exists. This has only been things like the form of the covariate relationship (exponential rather than linear), or very commonly, the structure of the OMEGA matrix. I would be even more generous than to say that step wise is not completely ludicrous - it actually isn't too bad. And I don't totally dismiss it - I'm using at this very moment. But, the only way to be absolutely positive of finding the optimal solution is an exhaustive search, which we have done a couple of times - takes a lot of computer time. One doesn't however, have to do an exhaustive search to proof that a better model exists - one only has to find a single better model. Mark Sale M.D. Global Director, Research Modeling and Simulation GlaxoSmithKline 919-483-1808 Mobile 919-522-6668