Variable selection and Bayesian model averaging in case-control studies

• Published in: Statistics in medicine Vol. 20; no. 21; pp. 3215 - 3230
• Main Authors: Viallefont, Valerie, Raftery, Adrian E., Richardson, Sylvia
• Format: Journal Article
• Language: English
• Published: Chichester, UK John Wiley & Sons, Ltd 15.11.2001; Wiley
• Subjects: Analysis of Variance; Bayes Theorem; Biological and medical sciences; Biometry; Case-Control Studies; Female; Female genital diseases; Gynecology. Andrology. Obstetrics; Humans; Medical sciences; Odds Ratio; Risk Factors; Tumors; Uterine Cervical Neoplasms - epidemiology; Bayes estimation; Human; Statistical analysis; Average; Uterine cervix; Case control study; Malignant tumor; Epidemiology; Female genital diseases; Statistical method; Risk factor; Female; Uterine cervix diseases
• ISSN: 0277-6715; 1097-0258
• DOI: 10.1002/sim.976

Covariate and confounder selection in case‐control studies is often carried out using a statistical variable selection method, such as a two‐step method or a stepwise method in logistic regression. Inference is then carried out conditionally on the selected model, but this ignores the model uncertainty implicit in the variable selection process, and so may underestimate uncertainty about relative risks. We report on a simulation study designed to be similar to actual case‐control studies. This shows that p‐values computed after variable selection can greatly overstate the strength of conclusions. For example, for our simulated case‐control studies with 1000 subjects, of variables declared to be ‘significant’ with p‐values between 0.01 and 0.05, only 49 per cent actually were risk factors when stepwise variable selection was used. We propose Bayesian model averaging as a formal way of taking account of model uncertainty in case‐control studies. This yields an easily interpreted summary, the posterior probability that a variable is a risk factor, and our simulation study indicates this to be reasonably well calibrated in the situations simulated. The methods are applied and compared in the context of a case‐control study of cervical cancer. Copyright © 2001 John Wiley & Sons, Ltd.