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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)