Abstract
Automatic stepwise subset selection methods in linear regression often perform poorly, both in terms of variable selection and estimation of coefficients and standard errors, especially when number of independent variables is large and multicollinearity is present. Yet, stepwise algorithms remain the dominant method in medical and epidemiological research. Performance of stepwise (backward elimination and forward selection algorithms using AIC, BIC, and Likelihood Ratio Test, p = 0.05 (LRT)) and alternative subset selection methods in linear regression, including Bayesian model averaging (BMA) and penalized regression (lasso, adaptive lasso, and adaptive elastic net) was investigated in a dataset from a cross-sectional study of drug users in St. Petersburg, Russia in 2012-2013. Dependent variable measured health-related quality of life, and independent correlates included 44 variables measuring demographics, behavioral, and structural factors. In our case study all methods returned models of different size and composition varying from 41 to 11 variables. The percentage of significant variables among those selected in final model varied from 100 % to 27 %. Model selection with stepwise methods was highly unstable, with most (and...Continue Reading
References
Mar 1, 1989·American Journal of Public Health·S Greenland
Oct 12, 1984·JAMA : the Journal of the American Medical Association·J A Ewing
Jan 1, 1984·Soins; la revue de référence infirmière·E Guillibert
Feb 28, 1997·Statistics in Medicine·R Tibshirani
Feb 25, 1998·Medical Care·W C Holmes
Nov 5, 1990·Health Policy·UNKNOWN EuroQol Group
Mar 29, 2000·Journal of Mathematical Psychology·L Wasserman
Mar 29, 2000·Journal of Mathematical Psychology·M W Browne
Dec 18, 2001·Statistics in Medicine·V ViallefontS Richardson
Jul 23, 2005·AIDS Care·J JelsmaM Darder
Aug 23, 2006·The Journal of Animal Ecology·Mark J WhittinghamRobert P Freckleton
Aug 26, 2006·Drug and Alcohol Dependence·Marie PréauUNKNOWN MANIF-2000 Study Group
Mar 3, 2007·International Journal of Epidemiology·Sander Greenland
May 23, 2007·Journal of Pharmacokinetics and Pharmacodynamics·Jakob RibbingE Niclas Jonsson
Dec 7, 2007·Statistics in Medicine·Willi SauerbreiHarald Binder
Dec 4, 2008·The American Naturalist·Roger Mundry, Charles L Nunn
Dec 17, 2008·AIDS Care·Seth C KalichmanThemba Ginindza
Dec 8, 2009·European Journal of Epidemiology·Stefan Walter, Henning Tiemeier
Mar 31, 2010·Proceedings of the National Academy of Sciences of the United States of America·Sharad Goel, Matthew J Salganik
Jan 1, 2009·Annals of Statistics·Hui Zou, Hao Helen Zhang
Sep 22, 2010·Addiction·Paul DietzeLucy Burns
Dec 8, 2010·BMC Medical Research Methodology·Anna GenellPaul W Dickman
Oct 26, 2011·Journal of Biopharmaceutical Statistics·Willi SauerbreiHarald Binder
Dec 14, 2011·Epidemiology·Nicky McCreeshRichard G White
Feb 4, 2014·PloS One·Christopher RentschVincent Marconi
Apr 16, 2014·AIDS Care·Taoufiq DouabUNKNOWN ANRS-VESPA2 Study Group
Jun 26, 2014·British Journal of Clinical Pharmacology·Matthew M Hutmacher, Kenneth G Kowalski
Citations
Jul 9, 2016·Annals of the American Thoracic Society·Daniel M GreenMelissa M Hudson
Oct 8, 2016·Frontiers in Plant Science·Mauro CommissoFlavia Guzzo
Mar 14, 2018·Biometrics·Shuang HuangEdward J Bedrick
Aug 24, 2017·Journal of Clinical Nursing·Duncan McKechnieJhoven De Jesus
Aug 15, 2017·AIDS Care·Alexander R BazaziFrederick L Altice
Jul 25, 2017·Addiction·Tom RosenströmTed Reichborn-Kjennerud
Jun 22, 2018·PloS One·Alexander KirpichLauren M McIntyre
Nov 28, 2018·LGBT Health·Ronnye RutledgeJeffrey A Wickersham
Jul 18, 2018·Hepatology : Official Journal of the American Association for the Study of Liver Diseases·Daniel M GreenMelissa M Hudson
Jun 24, 2017·Frontiers in Human Neuroscience·Stephanie RosemannChristiane M Thiel
Aug 22, 2018·BioData Mining·Christina BresterMikko Kolehmainen
Oct 21, 2018·BMC Health Services Research·Karina DeckertLarissa Schwarzkopf
May 16, 2020·Scientific Reports·Eliana LimaMartin Green
Jun 27, 2019·The ISME Journal·Jake L WeissmanPhilip L F Johnson
Apr 21, 2017·Brain Structure & Function·Stuart J RitchieIan J Deary
Nov 30, 2019·Multivariate Behavioral Research·Bing Cai KokJi Yeh Choi
May 6, 2020·BMC Psychiatry·Mahya ArayeshgariAli Ghaleiha
Oct 6, 2019·Journal of Burn Care & Research : Official Publication of the American Burn Association·Adrien DesboisJacques A de Guise
May 8, 2018·Journal of Urban Health : Bulletin of the New York Academy of Medicine·Julia RozanovaFrederick L Altice
Jan 20, 2019·Quality of Life Research : an International Journal of Quality of Life Aspects of Treatment, Care and Rehabilitation·Francesco CottoneFabio Efficace
Dec 12, 2020·Appetite·Mechteld M van den Hoek OstendeNils B Kroemer
Jan 13, 2021·Scientific Reports·Eliana LimaMartin Green
Feb 17, 2021·PloS One·Rahi Jain, Wei Xu
Feb 2, 2021·The Annals of Thoracic Surgery·Nikhil PandaChristopher R Morse
Sep 18, 2021·Cardiology in the Young·Brian LeeRohit S Loomba
Sep 29, 2021·AIDS Care·Kathryn P DeroseGlenn Wagner