RE: covariate selection question

From: mark.e.sale@gsk.com Subject: RE: [NMusers] covariate selection question Date: Tue, 17 Jan 2006 Joern, It becomes a judgement call (reason #2 to abandon step wise model selection - it isn't objective). Ideally, all of this should be specified prior to analysis - and you don't ask questions that you don't have some a priori reason to believe might be true - don't ask if clearance is a function of astrological sign. In a Bayesian framework, you might have a different criteria for hypotheses that you believe a priori (1 point for wt on volume, but 80 points for hair color on volume) - better statisticians than I could put this in a more rigorous framework. (if you prior probability is 0.8, then delta OBJ = 1, if prior is 0.000001 then delta OBJ = 100, if your prior is 0.0, don't ask the question). It is always better to define subjective criteria prior to the beginning of the analysis, making subjective decisions during an analysis really violates principles of data analysis. (but we do it all the time) Mark Sale M.D. Global Director, Research Modeling and Simulation GlaxoSmithKline 919-483-1808 Mobile 919-522-6668