# st: RE: RE: How to select variable for multivariate analysis

 From "Nick Cox" To Subject st: RE: RE: How to select variable for multivariate analysis Date Wed, 8 Sep 2004 13:07:35 +0100

```was being used. I filtered that out and
just saw the word "multivariate" used several times.
Older books sometimes call multiple regression
a multivariate method, on the grounds that
several variables are involved, but we seem
to have a consensus now that the dimensionality
of the response is the key issue. On that criterion,
multiple regression wouldn't qualify as a multivariate
method, but tastes can differ.

Nick
n.j.cox@durham.ac.uk

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Nick Cox
> Sent: 08 September 2004 12:58
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: How to select variable for multivariate analysis
>
>
> Just from what you tell us, with nothing
> said about what the data are, what the
> scientific problem is, or what method
> you are applying, then there has to be
> a question mark against variable c
> and a slightly smaller one against variable b
> and a slightly smaller one yet against variable a.
> In fact, a conservative approach might reject them all.
>
> To say this is to say very little, however.
>
> All sorts of things could be going on, and
> p-values alone won't tell you what's
> a good analysis. It is possible that
> the variables are just fighting with each
> other and p-values will become more respectable
> if one or two variables are left out. It
> is possible that results will be changed
> drastically if you look at one or more
> of the variables on a transformed scale.
> And so on.
>
> Nick
> n.j.cox@durham.ac.uk
>
> Syed O Masood
>
> > I have a technical question. Do we have to use p-value
> > for selecting independent variables fro multivariate
> > analysis?
> >
> > Example:
> >
> > I have 3 independent variables a, b, c which I have to
> > regress on dependent variable y.
> >
> > In independent variable, the p-value for variable a is
> > 0.09, varable b is 0.23 and variable c 0.77. If I have
> > to do multivariabte analysis, is it necessary to
> > reject variable c because the p-value is 0.77??
> >
> > In multivariate analysis, does order of entering
> > variables make a difference??
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
```