Variable selection: current practice in epidemiological studies

@article{Walter2009VariableSC,
  title={Variable selection: current practice in epidemiological studies},
  author={Stefan Walter and Henning Tiemeier},
  journal={European Journal of Epidemiology},
  year={2009},
  volume={24},
  pages={733 - 736}
}
Selection of covariates is among the most controversial and difficult tasks in epidemiologic analysis. Correct variable selection addresses the problem of confounding in etiologic research and allows unbiased estimation of probabilities in prognostic studies. The aim of this commentary is to assess how often different variable selection techniques were applied in contemporary epidemiologic analysis. It was of particular interest to see whether modern methods such as shrinkage or penalized… CONTINUE READING

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