Performance of variable selection methods for assessing the health effects of correlated exposures in case-control studies.
Virissa LentersRoel C H VermeulenLützen PortengenPublished in: Occupational and environmental medicine (2017)
In this extensive simulation study with multicollinear data, we found that most variable selection methods consistently outperformed conventional approaches, and demonstrated how performance is influenced by the structure of the data and underlying model.