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Table 4 Mean square prediction error for investigated simulation scenarios

From: Statistical model building: Background “knowledge” based on inappropriate preselection causes misspecification

Scenario S(*)_a: Univariable selection, S(*)_b: Univariable selection, S(*)_c: Backward elimination,
  αin=0.05 αin=0.2 AIC
S1_(*) R1: 4.521 R1: 4.173 R1: 4.293
  R2: 4.669 R2: 4.362 R2: 4.250
  R3: 4.933 R3: 4.536 R3: 4.307
S2_(*) R1: 4.252 R1: 4.151 R1: 4.227
  R2: 4.349 R2: 4.147 R2: 4.186
  R3: 4.401 R3: 4.183 R3: 4.231
S3_(*) R1: 4.088 R1: 4.466 R1: 4.278
  R2: 4.157 R2: 4.503 R2: 4.244
  R3: 4.265 R3: 4.683 R3: 4.239
S4_(*) R1: 4.102 R1: 4.133 R1: 3.942
  R2: 4.261 R2: 4.320 R2: 3.966
  R3: 4.604 R3: 4.485 R3: 4.038
S5_(*) R1: 4.319 R1: 4.144 R1: 4.231
  R2: 4.409 R2: 4.258 R2: 4.198
  R3: 4.686 R3: 4.419 R3: 4.297
S6_(*) R1: 4.460 R1: 4.133 R1: 4.000
  R2: 4.479 R2: 4.162 R2: 4.335
  R3: 4.727 R3: 4.303 R3: 4.377
S7_(*) R1: 4.342 R1: 4.111 R1: 4.223
  R2: 4.665 R2: 4.215 R2: 4.234
  R3: 4.993 R3: 4.429 R3: 4.325
S8_(*) R1: 4.127 R1: 4.864 R1: 4.083
  R2: 4.251 R2: 4.965 R2: 4.089
  R3: 4.429 R3: 5.119 R3: 4.113
S9_(*) R1: 4.074 R1: 4.619 R1: 4.012
  R2: 4.167 R2: 4.617 R2: 3.998
  R3: 4.369 R3: 4.767 R3: 4.061
S10_(*) R1: 4.058 R1: 4.047 R1: 4.018
  R2: 4.142 R2: 4.115 R2: 3.991
  R3: 4.212 R3: 4.337 R3: 4.009
  1. R1 Rule 1 (one out of three preceding studies identifies predictor); R2 Rule 2 (Two out of three preceding studies identify predictor); R3 Rule 3 (all three preceding studies identify predictor)