Model selection in Medical Research: A simulation study comparing Bayesian Model Averaging and Stepwise Regression

摘要

BackgroundAutomatic variable selection methods are usually discouraged in medical research although we believe they might be valuable for studies where subject matter knowledge is limited. Bayesian model averaging may be useful for model selection but only limited attempts to compare it to stepwise regression have been published. We therefore performed a simulation study to compare stepwise regression with Bayesian model averaging.