07-09-2016 01:26 PM
Clinical papers often quote p-values obtained from multivariate analysis (most would be by logistic regression). Which p-values do we report as multivariate analysis?
Take the stepwise selection method for example, say for 9 variables, there's p-values in the
1. analysis of effects eligible for entry, even at step 0
2. type 3 analysis of effects
3. summary of stepwise selection
Most of the time, the number of significant variables would have reduced in number when we reach the summary table.
Thank u in advance.
07-11-2016 02:10 PM
And be sure to include the summary of stepwise selection, as this brings out all of the multiple comparisons/multiple testing that went on, and unless adjusted for (LASSO or LAAR) renders the type 3 p values inaccurate.
07-12-2016 02:55 AM
07-13-2016 01:25 PM
The problem with almost all variable selection methods, other than "expert knowledge", is that the estimates are biased, and that the predictive ability of the model is poor. See http://www.lexjansen.com/pnwsug/2008/DavidCassell-StoppingStepwise.pdf.
Currently, the best automated methods seem to be LASSO based--unless you go the neural net/machine learning route, and that leads to a question of interpretability.