# \#variable-selection

**URL:** https://discourse.datamethods.org/tag/variable-selection/63.md

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## [Bootstrapped variable selection in the presence of competing risk](https://discourse.datamethods.org/t/bootstrapped-variable-selection-in-the-presence-of-competing-risk/28594)

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**Author:** [@OttoPat](https://discourse.datamethods.org/u/OttoPat)\
**Replies:** 7\
**Last updated:** [January 12, 2026, 12:40pm UTC](https://discourse.datamethods.org/t/bootstrapped-variable-selection-in-the-presence-of-competing-risk/28594 "2026-01-12T12:40:22Z")

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Dear DataMethods Community, As a preface: I’m a 1st year medical PhD student and have limited statistical support in my department so forgive me for any potential caveats in my questions I am currently working on devel…

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## [Challenges to variable selection](https://discourse.datamethods.org/t/challenges-to-variable-selection/4727)

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**Author:** [@f2harrell](https://discourse.datamethods.org/u/f2harrell)\
**Replies:** 8\
**Last updated:** [January 6, 2023, 11:18am UTC](https://discourse.datamethods.org/t/challenges-to-variable-selection/4727 "2023-01-06T11:18:18Z")

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Variable/predictor/feature selection methods are notorious for instability and poor overlap between “selected” features and “real” features. They also have significant sample size requirements in order to be stable and …

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## [Clarification on model selection example in BBR Notes](https://discourse.datamethods.org/t/clarification-on-model-selection-example-in-bbr-notes/4239)

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**Author:** [@dpananos](https://discourse.datamethods.org/u/dpananos)\
**Replies:** 3\
**Last updated:** [March 26, 2021, 1:38pm UTC](https://discourse.datamethods.org/t/clarification-on-model-selection-example-in-bbr-notes/4239 "2021-03-26T13:38:35Z")

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In section 18.4.1 of the Biostatsitics for Biomedical Research Notes, Frank Harrell offers an example of how model selection on proportion classified correctly can trick us into selecting the improper model. The example…

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## [Model selection and assessment of model fit](https://discourse.datamethods.org/t/model-selection-and-assessment-of-model-fit/321)

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**Author:** [@cdj](https://discourse.datamethods.org/u/cdj)\
**Replies:** 22\
**Last updated:** [October 2, 2022, 12:14pm UTC](https://discourse.datamethods.org/t/model-selection-and-assessment-of-model-fit/321 "2022-10-02T12:14:51Z")

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I have a binary response, which I would like to model in terms of (some subset of) six candidate predictor variables, so the natural choice was to fit a binary logistic regression model. I have two related questions. Qu…

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## [How to get the unstable variable selection profile of stepwise and lasso during bootstrap?](https://discourse.datamethods.org/t/how-to-get-the-unstable-variable-selection-profile-of-stepwise-and-lasso-during-bootstrap/3194)

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**Author:** [@Orson](https://discourse.datamethods.org/u/Orson)\
**Replies:** 5\
**Last updated:** [April 12, 2020, 2:52pm UTC](https://discourse.datamethods.org/t/how-to-get-the-unstable-variable-selection-profile-of-stepwise-and-lasso-during-bootstrap/3194 "2020-04-12T14:52:44Z")

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I hope to get some R examples on showing the frequency of each candidate factor being selected by backward stepwise and lasso during bootstrap. I know in rms::validate function with backward method, the print can show “…

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## [Comparing like variables in logistic regression -- variable selection issue vs. model selection issue?](https://discourse.datamethods.org/t/comparing-like-variables-in-logistic-regression-variable-selection-issue-vs-model-selection-issue/3125)

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**Author:** [@mkvdp](https://discourse.datamethods.org/u/mkvdp)\
**Replies:** 7\
**Last updated:** [March 24, 2020, 1:46am UTC](https://discourse.datamethods.org/t/comparing-like-variables-in-logistic-regression-variable-selection-issue-vs-model-selection-issue/3125 "2020-03-24T01:46:02Z")

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Hi there, I’m working on a project in which I have been tasked with determining which of four specific variables are most associated with/predictive of a binary outcome variable (after adjusting for a set of confounding…

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## [How to determine the p value cutoff for unvariate regression analysis to be included in multivariate analysis](https://discourse.datamethods.org/t/how-to-determine-the-p-value-cutoff-for-unvariate-regression-analysis-to-be-included-in-multivariate-analysis/2690)

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**Author:** [@abhishek](https://discourse.datamethods.org/u/abhishek)\
**Replies:** 2\
**Last updated:** [November 17, 2019, 11:38am UTC](https://discourse.datamethods.org/t/how-to-determine-the-p-value-cutoff-for-unvariate-regression-analysis-to-be-included-in-multivariate-analysis/2690 "2019-11-17T11:38:20Z")

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Hi All, I had a quick question about how to determine the cut off p value in order to include relevant variables from univariate analysis into multivariate regression analysis. For example, in my analysis- I am looking …

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## [Cox regression and covariate selection](https://discourse.datamethods.org/t/cox-regression-and-covariate-selection/723)

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**Author:** [@aztezcan](https://discourse.datamethods.org/u/aztezcan)\
**Replies:** 4\
**Last updated:** [October 6, 2018, 12:51pm UTC](https://discourse.datamethods.org/t/cox-regression-and-covariate-selection/723 "2018-10-06T12:51:13Z")

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When selecting covariates to adjust for baseline confounding, such as sex and age, in a Cox regression, do we evaluate change in estimate for each covariate to decide whether to include in the model as we would in logist…

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## [Fitting unrestricted model after LASSO to avoid over-shrinkage?](https://discourse.datamethods.org/t/fitting-unrestricted-model-after-lasso-to-avoid-over-shrinkage/365)

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**Author:** [@Pavel\_Roshanov](https://discourse.datamethods.org/u/Pavel_Roshanov)\
**Replies:** 5\
**Last updated:** [August 9, 2018, 3:04pm UTC](https://discourse.datamethods.org/t/fitting-unrestricted-model-after-lasso-to-avoid-over-shrinkage/365 "2018-08-09T15:04:06Z")

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Hi everyone - I love the new site! I’ve been experimenting with LASSO lately to develop a model in a relatively small dataset. I came across something in Friedman, Tibshirani, and Hastie’s 2009 Elements of Statistical L…

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## [Variable selection when there is a covariate of main interest](https://discourse.datamethods.org/t/variable-selection-when-there-is-a-covariate-of-main-interest/340)

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**Author:** [@mdonoghoe](https://discourse.datamethods.org/u/mdonoghoe)\
**Replies:** 4\
**Last updated:** [August 9, 2018, 11:37am UTC](https://discourse.datamethods.org/t/variable-selection-when-there-is-a-covariate-of-main-interest/340 "2018-08-09T11:37:14Z")

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I have a dataset where the main question of interest concerns the association between the use of a particular medication prior to surgery and the occurrence of a particular surgical adverse event - both are binary. Unsu…