Invited Commentary: Variable Selection versus Shrinkage in the Control of Multiple Confounders
Invited Commentary: Variable Selection versus Shrinkage in the Control of Multiple Confounders
After screening out inappropriate or doubtful covariates on the basis of background knowledge, one may still be left with many potential confounders. It is then tempting to use statistical variable-selection methods to reduce the number used for adjustment. Nonetheless, there is no agreement on how selection should be conducted, and …