Invited Commentary: Variable Selection versus Shrinkage in the Control of Multiple Confounders

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Invited Commentary Invited Commentary: Variable Selection versus Shrinkage in the Control of Multiple Confounders

After screening out inappropriate or doubtful covariates on the basis of background knowledge, one may still be left with many potential confounders. It is then tempting to use statistical variable-selection methods to reduce the number used for adjustment. Nonetheless, there is no agreement on how selection should be conducted, and it is well known that conventional selection methods lead to c...

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Invited commentary: variable selection versus shrinkage in the control of multiple confounders.

After screening out inappropriate or doubtful covariates on the basis of background knowledge, one may still be left with many potential confounders. It is then tempting to use statistical variable-selection methods to reduce the number used for adjustment. Nonetheless, there is no agreement on how selection should be conducted, and it is well known that conventional selection methods lead to c...

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ژورنال

عنوان ژورنال: American Journal of Epidemiology

سال: 2007

ISSN: 0002-9262,1476-6256

DOI: 10.1093/aje/kwm355