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Fractional polynomial model selection procedures: investigation of type i error rate

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. 10.1080/00949650108812083.

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Abstract

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, ?2 or F approximations to likelihood ratio statistics to compare fractional polynomial models are adequate for practical purposes.

Type:Article
Title:Fractional polynomial model selection procedures: investigation of type i error rate
DOI:10.1080/00949650108812083
Additional information:Imported via OAI, 15:30:28 22nd Apr 2008
UCL classification:UCL > School of Life and Medical Sciences > Faculty of Population Health Sciences > MRC Clinical Trials Unit at UCL

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