Purposeful selection of variables in logistic regression.
Purposeful selection of variables in logistic regression.
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DOI：
10.1186/1751-0473-3-17
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发表时间：
2008-12-16
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通讯作者：
Hosmer, David W
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文献类型：
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作者：
Bursac, Zoran;Gauss, C Heath;Williams, David Keith;Hosmer, David W
在许多建模情况下的主要问题是从大量的协变量中选择那些应该包含在“最佳”模型中的协变量。在模型中保留变量的决定可能基于临床或统计学显著性。存在几种变量选择算法。这些方法是机械的，因此具有一定的局限性。Hosmer和Lemeshow描述了一种有目的的协变量选择，分析师在建模过程的每一步都要做出变量选择决策。在本文中，我们介绍了一种自动化该过程的算法。我们进行了模拟研究，比较该算法的性能与三个有据可查的变量选择程序在SAS PROC LOGISTIC：前进，前进，和STEPWISE。我们表明，这种方法的优点是当分析师感兴趣的风险因素建模，而不仅仅是预测。除了显著的协变量外，该变量选择程序还能够保留重要的混杂变量，从而可能产生稍微丰富的模型。Hosmer和Lemeshow Worchester心脏病发作研究（WHAS）数据进一步说明了宏的应用。如果分析师需要一种算法来帮助指导重要协变量以及混淆变量的保留，他们应该考虑将此宏作为替代工具。
The main problem in many model-building situations is to choose from a large set of covariates those that should be included in the "best" model. A decision to keep a variable in the model might be based on the clinical or statistical significance. There are several variable selection algorithms in existence. Those methods are mechanical and as such carry some limitations. Hosmer and Lemeshow describe a purposeful selection of covariates within which an analyst makes a variable selection decision at each step of the modeling process. In this paper we introduce an algorithm which automates that process. We conduct a simulation study to compare the performance of this algorithm with three well documented variable selection procedures in SAS PROC LOGISTIC: FORWARD, BACKWARD, and STEPWISE. We show that the advantage of this approach is when the analyst is interested in risk factor modeling and not just prediction. In addition to significant covariates, this variable selection procedure has the capability of retaining important confounding variables, resulting potentially in a slightly richer model. Application of the macro is further illustrated with the Hosmer and Lemeshow Worchester Heart Attack Study (WHAS) data. If an analyst is in need of an algorithm that will help guide the retention of significant covariates as well as confounding ones they should consider this macro as an alternative tool.