Re: overfitting in explorative studies

Posted by Bruce Weaver on Feb 01, 2011; 3:32pm
URL: http://spssx-discussion.165.s1.nabble.com/overfitting-in-explorative-studies-tp3365835p3366411.html

Good point about suppression.  Dave Howell has some notes that the OP might find useful.  Scroll down past the sections on moderation and mediation.

   http://www.uvm.edu/~dhowell/gradstat/psych341/lectures/MultipleRegression/multreg3.html

HTH.

Anthony Babinec wrote

An objection to the screening approach below is that there

might exist suppressor variables. These have no direct association

with the dependent variable, and will therefore be excluded

by the screening procedure. However, if included, they lead

to improved prediction and sharper understanding of those

variables that have direct effects on the target. There is a

literature on this. Backissues of The American Statistician have

some good expository articles.



Tony Babinec

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From: SPSSX(r) Discussion [mailto:[e-mail]] On Behalf Of
Antoon Smulders
Sent: Tuesday, February 01, 2011 3:12 AM
To: [e-mail]
Subject: overfitting in explorative studies



Hello list,



From Michael A. Babyak
<http://www.psychosomaticmedicine.org/cgi/reprint/66/3/411>  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