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Re: st: factor analysis - interpreting the results, inclusion of dp variable


From   SR Millis <srmillis@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: factor analysis - interpreting the results, inclusion of dp variable
Date   Mon, 13 Aug 2007 09:14:30 -0700 (PDT)

Having ruled out significant colliearity, I should
also mention that Harrell (2001) provides some useful
guidelines for variable selection:

1. Use the literature to eliminate unimportant
variables.

2. Eliminate variables having narrow distributions.

3. Eliminate variable having a lot of missing data.

4. Consider a type of oblique-rotation principal
components analysis.

SR Millis

Harrell, F. (2001). Regression modeling strategies:
With applications to linear models, logistic
regression, and survival analysis. New York:
Springer-Verlag.



--- SR Millis <srmillis@yahoo.com> wrote:

> Thanks, George. Regarding collinearity, what was the
> highest condition index?  And, for any condition
> index
> greater than 30, were there any large
> variance-decomposition proportions (ie, greater than
> .5)?
> 
> SR Millis
> 
> 
> --- georg wernicke <georg.wernicke@googlemail.com>
> wrote:
> 
> > hello,
> > 
> > my sample size are 874 observation. i used the
> > comand collin and
> > coldiag2 for diagnostics. all the vifs were way
> > below 10, the highest
> > was 6.5.
> > 
> > thanks again,
> > 
> > georg
> 
> 
> Scott R Millis, PhD, MEd, ABPP (CN,CL,RP), CStat
> Professor & Director of Research
> Dept of Physical Medicine & Rehabilitation
> Wayne State University School of Medicine
> 261 Mack Blvd
> Detroit, MI 48201
> Email:  smillis@med.wayne.edu
> Tel: 313-993-8085
> Fax: 313-966-7682
> *
> *   For searches and help try:
> *  
> http://www.stata.com/support/faqs/res/findit.html
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> 


Scott R Millis, PhD, MEd, ABPP (CN,CL,RP), CStat
Professor & Director of Research
Dept of Physical Medicine & Rehabilitation
Wayne State University School of Medicine
261 Mack Blvd
Detroit, MI 48201
Email:  smillis@med.wayne.edu
Tel: 313-993-8085
Fax: 313-966-7682
*
*   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/



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