When starting in epidemiology I had only high school math skills. Nevertheless, I could usually find major associations by simple tables and plots. Then I learned about multiple regression analysis and used it in numerous research papers. Nevertheless I soon discovered that
The results are often somewhere between meaningless and quite damaging.
I have never heard a formal lecture answering this question even after many years in epidemiology. It should be parsimonious of course to avoid too many missings but seems largely a subjective approach to keep or drop a variable. It was therefore quite helpful to find now an online lecture that exemplifies a sound approach – check out unc.edu/courses/2006spring. I already used anova to compare models (at least since my move from SAS to R) while using AIC is something that I am adding now to my toolbox. Continue reading What is the best logistic model?