Ambler, G; Royston, P; (2001) Fractional polynomial model selection procedures: Investigation of type I error rate. Journal of Statistical Computation and Simulation , 69 (1) 89 - 108.
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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 rales to be considerably in excess of their nominal value. We propose improvements which we show by simulalion work reasonably well. We conclude that with the modifications, χ or F approximations to likelihood ralio statistics to compare fractional polynomial models are adequate for practical purposes.
|Title:||Fractional polynomial model selection procedures: Investigation of type I error rate|
|UCL classification:||UCL > School of Life and Medical Sciences > Faculty of Population Health Sciences > MRC Clinical Trials Unit at UCL|
UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science
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