本页提供题录、可核实摘要与阅读线索。AI 解读未完成全文核验,可能有误;具体假设、证明和结论请核对原文。仅依据书目生成的内容属于阅读导航,不是对论文结论的确认。
摘要保留来源文本,未经模型改写。材料不足时保留待解读状态;引用采用 OpenAlex 单条关联记录,不合计版本,缺失不视为零,也不代表论文质量。
正在核对对应版本的资源…
In developing regression models, data analysts are often faced with many predictor variables that may influence an outcome variable. After more than half a century of research, the 'best' way of selecting a multivariable model is still unresolved. It is generally agreed that subject matter knowledge, when available, should guide model building. However, such knowledge is often limited, and data-dependent model building is required. We limit the scope of the modelling exercise to selecting important predictors and choosing interpretable and transportable functions for continuous predictors. Assuming linear functions, stepwise selection and all-subset strategies are discussed; the key tuning parameters are the nominal P-value for testing a variable for inclusion and the penalty for model complexity, respectively. We argue that stepwise procedures perform better than a literature-based assessment would suggest. Concerning selection of functional form for continuous predictors, the principal competitors are fractional polynomial functions and various types of spline techniques. We note that a rigorous selection strategy known as multivariable fractional polynomials (MFP) has been developed. No spline-based procedure for simultaneously selecting variables and functional forms has found wide acceptance. Results of FP and spline modelling are compared in two data sets. It is shown that spline modelling, while extremely flexible, can generate fitted curves with uninterpretable 'wiggles', particularly when automatic methods for choosing the smoothness are employed. We give general recommendations to practitioners for carrying out variable and function selection. While acknowledging that further research is needed, we argue why MFP is our preferred approach for multivariable model building with continuous covariates.