Posted by
Art Kendall on
Feb 01, 2011; 1:15pm
URL: http://spssx-discussion.165.s1.nabble.com/overfitting-in-explorative-studies-tp3365835p3366176.html
Off hand I cannot think of a situation where that would be
advisable. As to what else to do, lot depends on the nature of the
variables and the nature of the phenomena under consideration. For
example, in some subject matter areas such as when the variables are
attitude items, it is more conventional to explore whether variables
can be used as items in a summative score.
It might be possible for members of this list to make more specific
suggestions if you were to describe the situation.
What is the substantive nature of the research?
What is the nature of a case? How were they selected?
How are your independent and dependent variables measured?
How and why was the data gathered?
What levels of measurement are there?
Are there subsets of the independent variables which might be
grouped with regard to semantics?
Are there substantively different subsets of cases? Attitudes,
values, symptoms, etc.
Where does the current effort stand in the research agenda?
How complex might plausible models be? Is the existence of
suppressors, moderators, interactions plausible?
Art Kendall
Social Research Consultants
On 2/1/2011 4:12 AM, Antoon Smulders wrote:
Hello list,
From
Michael A. Babyak I
cite: “One very common way of selecting variables for
regression models is to look at the univariate relation
between each
variable and the response, and then to cull only those
variables significant for entry into the subsequent regression
analysis”. Babyak objects to such a procedure, but his article
mainly seems to address hypothesis testing studies.
However I would like to ask the experts on this list, if it
is allowed and/or useful to do this in an explorative
context. Your opinions are welcome.
Antoon Smulders
=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD
Art Kendall
Social Research Consultants