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


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
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??
> 
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