Testing diagonal covariance matrix

Phoenix Certara Forums Modelling and Simulation
1

I have a question regarding testing diagonal covariance matrix (Full and partial block) in a model. Should we do it after adding the covariate effect into the final model, or before the stepwise process (base model)?

Thanks!

2

there is two schools of thought about this, newer engines like QRPEM would be happy with a full omega and then you can reduce it if you see fit

adding a covariate can reduce the off diagonals ( explain omega correlations) and also the diagonals

see the figure 2 diagmram here (full omega before doing covariate selection)

https://pubmed.ncbi.nlm.nih.gov/23836283/

I typically avoid doing scm (stepwise) there is tons of literature showing that it has major drawbacks:

https://ard.bmj.com/content/77/Suppl_2/5.1

you should look at full model that are plausible and useful to answer key clinical questions

3

Your detailed answer is really helpful, Thank you Sameer.