Sequential modelling strategies in ML modelling
Posted: Fri Mar 01, 2019 12:42 pm
Hi all
I have a large number of variables for potential inclusion in a 2-level model. If this were a single level model I would apply a sequential modelling strategy: identify a number of blocks of variables and enter each block in order of block priority.
I'm not sure if or how the existence of the hierarchical structure changes this. I could do the above for blocks comprising only level 1 variables; then repeat for level 2 blocks - but if I went down this route, I'm not sure whether L-1 or L-2 blocks should be higher priority. Or I could enter blocks in order of increasing priority regardless of whether they comprised L-1 or L-2 variables (but which each block containing only L-1 variables or L-2 variable), but not both). Or I could create blocks that include both L-1 and L-2 variables - i.e. completely ignore the ML structure.
Any advice gratefully received.
Thanks
John
I have a large number of variables for potential inclusion in a 2-level model. If this were a single level model I would apply a sequential modelling strategy: identify a number of blocks of variables and enter each block in order of block priority.
I'm not sure if or how the existence of the hierarchical structure changes this. I could do the above for blocks comprising only level 1 variables; then repeat for level 2 blocks - but if I went down this route, I'm not sure whether L-1 or L-2 blocks should be higher priority. Or I could enter blocks in order of increasing priority regardless of whether they comprised L-1 or L-2 variables (but which each block containing only L-1 variables or L-2 variable), but not both). Or I could create blocks that include both L-1 and L-2 variables - i.e. completely ignore the ML structure.
Any advice gratefully received.
Thanks
John