Journal of clinical epidemiology
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Researchers have proposed using bootstrap resampling in conjunction with automated variable selection methods to identify predictors of an outcome and to develop parsimonious regression models. Using this method, multiple bootstrap samples are drawn from the original data set. Traditional backward variable elimination is used in each bootstrap sample, and the proportion of bootstrap samples in which each candidate variable is identified as an independent predictor of the outcome is determined. The performance of this method for identifying predictor variables has not been examined. ⋯ Bootstrap model selection performed comparatively to backward variable elimination for identifying the true predictors of a binary outcome.