What is in the model? A Comparison of variable selection criteria and model search approaches
模型里有什么?变量选择准则与模型搜索方法的比较
For many scientific questions, understanding the underlying mechanism is the goal. To help investigators better understand the underlying mechanism, variable selection is a crucial step that permits the identification of the most associated regression variables of interest. A variable selection method consists of model evaluation using an information criterion and a search of the model space. Here, we provide a comprehensive comparison of variable selection methods using…