Fractional polynomial model selection procedures: Investigation of type I error rate

被引:69
作者
Ambler, G
Royston, P
机构
[1] Univ London Imperial Coll Sci Technol & Med, Sch Med, Dept Med Stat & Evaluat, London W12 0NN, England
[2] MRC, Clin Trials Unit, London NW1 2DA, England
关键词
nonlinearity; regression modelling; fractional polynomial; type I error;
D O I
10.1080/00949650108812083
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Royston and Altman have demonstrated the usefulness of fractional polynomials in regression modelling, and have suggested model selection procedures for choosing appropriate fractional polynomial transformations. We investigate the performance of these procedures with particular regard to overfitting. We find the Type I error rates to be considerably in excess of their nominal value. We propose improvements which we show by simulation work reasonably well. We conclude that with the modifications, chi (2) or F approximations to likelihood ratio statistics to compare fractional polynomial models are adequate for practical purposes.
引用
收藏
页码:89 / 108
页数:20
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