Re: need help with model building



On Fri, 8 Feb 2008 16:07:44 -0800 (PST), Jean K <cjkuo584@xxxxxxxxx>
wrote:

Hi,

I have searched the discussions in this group and still need help
building a predictive model. If anyone can respond I would really
appreciate it!

I want to find the significant predictors of Depression scores in
caregivers of patients.

Possible predictors:
sex
age
relationship to care recipient
tumor type (in care recipient)
income
emotional stability
social support
economic burden
neuropsych functions (5 subscales)

I have heard from another statistician to run univariate regressions
first on each predictor and then choose the significant ones to
include in the model. Then use backwards elimination regression to get
the final model. Given that these predictors are selected by my the
researchers to be included in the model, how can I go about building a
model? I am still quite a novice at model building, especially after
reading about the horrors of stepwise regression, I am unsure how best
to proceed.

Since you don't have a randomized study, you are looking
at a sample of convenience, and the only conclusions that
you can draw in an interesting way are the ones that you
are willing to investigate and wonder about and philosophize
about, as some sort of advocate. I'm glad you have seen
comments on stepwise -- but the main alternative is
"knowing what you are after."

So, you have to consider what is primary, versus what may be
secondary or have a deeper use (but is not interesting alone).

That is, if I was looking for something publishable here,
I would figure that the interesting outcomes - from that
whole list - might be sex, age, and income/economic burden.
The rest are potential "confounds", and might be considered
for whatever they *add* to the main findings.

As Herman is wont to say, the PI should define the problem;
so, consider my personal-take as what *I* would do as a
would-be PI, given my own knowledge, etc. But you do
need to construct and define the problem before you
lay on with statistical tools.

--
Rich Ulrich
http://www.pitt.edu/~wpilib/index.html
.



Relevant Pages

  • Re: stepwise regression by GENSTAT
    ... My handbook considers only stepwise regression as a method to select ... leaving behind only "random variation" in the residuals (residuals = ... to which subset of these to use as predictors. ...
    (sci.stat.math)
  • Re: Questions about square errors
    ... Take a look at the 10X10 correlation coefficient matrix and the ... multicollinearities. ... least squares and/or multiple regression. ... Your model may have several unnecessary predictors. ...
    (sci.stat.math)
  • Re: Enter versus forward method for linear regression
    ... Regression, ... present the coefficents and p values of all predictors so that readers ... try Robert Abelson's book "Statistics as Principled Argument." ... and examine the effects on the coefficients. ...
    (sci.stat.edu)
  • Re: Using Ridge Regression to disentangle highly correlated explanatory variables
    ... the regression model, which did it's job at reducing the VIF greatly. ... the relative impact of each of the three explanatory variables. ... impacts of your three correlated predictors, ... and the VIFs should be 1 for each score variable. ...
    (sci.stat.math)
  • Re: Collinearity, confidence intervals and sampling
    ... read that if you have collinear variables, the best fitting plane of the ... predictors are highly correlated so the predictor values fall in a straight ... Does this mean that this is not a problem if you have population level data ... What about other assumptions of regression e.g. ...
    (sci.stat.consult)