RE: covariate selection question

From: Mats Karlssonmats.karlsson@farmbio.uu.se Subject: RE: [NMusers] covariate selection question Date: 24 January 2006 12:27 PM Mark and all, I believe we mainly build models because of their predictive ability. In relation to that, it is hard to see any other model than the model data were simulated from as the "optimal model". Mark, what definition of "optimal model" do you use? The discussion on covariate modeling procedures has gone on for years. We know that all procedures have theoretical deficiencies. However, are the properties of these methods so different that their predictive performances are clinically relevant? When we in Uppsala have applied different covariate methods in parallel on real data and then evaluated the relative predictive performance of the final models on a separate set of real data, we have found only marginal differences between the model building procedures. Does anyone have experience with clinically relevant differences in predictive performance between covariate model building procedures for real data? We need also to consider that the model building procedure itself is only one approximation in the covariate model building. Many other are usually ignored. For example (i) many covariates are measured with error, but this is ignored in the analysis of data, (ii) the time-course of covariates are usually imputed using unrealistic assumptions, (iii) many time-varying covariates are assumed time-constant, (iv) models for the shape of the covariate-parameter relation is often, if at all, assessed using simplistic methods, (v) there is usually assumed that there is no inter-individual variability in covariate relationships, (vi) change in a covariate within a subject is assumed to induce the same parameter value change as the same covariate difference between subjects, (vi) interaction between covariates, that is a parameter-covariate relation is dependent on the value of another covariate, are usually ignored, (vii) missing covariate data are regularly imputed with simplistic procedures, (viii) ... 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 _______________________________________________________