2009
DOI: 10.1111/j.1461-0248.2009.01361.x
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Performance of several variable‐selection methods applied to real ecological data

Abstract: I evaluated the predictive ability of statistical models obtained by applying seven methods of variable selection to 12 ecological and environmental data sets. Cross-validation, involving repeated splits of each data set into training and validation subsets, was used to obtain honest estimates of predictive ability that could be fairly compared among methods. There was surprisingly little difference in predictive ability among five methods based on multiple linear regression. Stepwise methods performed similar… Show more

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Cited by 315 publications
(237 citation statements)
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“…Models obtained through stepwise regression have been shown to have higher predictive power than regression trees and similar predictive power to models obtained through exhaustive subset search and stepwise elimination using Akaike information criterion. 53 Although stepwise regression can lead to bias in coefficients when predictor variables are correlated, the alternative, including nonsignificant and possibly spurious variables can lead to overfitting. In our analyses, coefficients of predictors in reduced models were very similar to those estimated for the full models, suggesting that bias in coefficients due to variable selection was minor.…”
Section: Methodsmentioning
confidence: 99%
“…Models obtained through stepwise regression have been shown to have higher predictive power than regression trees and similar predictive power to models obtained through exhaustive subset search and stepwise elimination using Akaike information criterion. 53 Although stepwise regression can lead to bias in coefficients when predictor variables are correlated, the alternative, including nonsignificant and possibly spurious variables can lead to overfitting. In our analyses, coefficients of predictors in reduced models were very similar to those estimated for the full models, suggesting that bias in coefficients due to variable selection was minor.…”
Section: Methodsmentioning
confidence: 99%
“…Data collection methods and sampling patterns also need to align with the goals and needs of the mapping exercise, or, in other words, the intended use of the map. In terms of the map production approach, it has been shown in many studies that given the same context and data, using different mapping and modeling techniques produces different outcomes (e.g., Keil and Hawkins, 2009;Marmion et al, 2009;Murtaugh, 2009), which can inform conservation and management differently (Jones-Farrand et al, 2011). While the type of approach is selected based on the objectives of the maps and the available data , the specific method is open to subjectivity from mapmakers or modelers.…”
Section: Marine Habitat Mappingmentioning
confidence: 99%
“…We applied backward stepwise model selection based on the P < 0.05 criterion. There are several model selection approaches available, but this one is generally considered as a conservative choice (Murtaugh, 2009). We first removed the nonsignificant interactions in the order of decreasing P value and then did the same with the single effects.…”
Section: Statistical Analysesmentioning
confidence: 99%