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st: RE: On multiple comparisons after multiple regression


From   "Newson, Roger B" <r.newson@imperial.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: On multiple comparisons after multiple regression
Date   Tue, 20 May 2008 12:15:00 +0100

I don't understand this question, and I suspect that a lot of other
listers won't either. Whether something is "necessary" depends on what
it was supposed to be necessary for, and this depends on the question
you wanted to ask. You may want corrected 95% confidence limits. Or you
may want a discovery set such that you are 95% confident that all of the
discoveries are "real". Or you may want a discovery set such that you
are 95% confident that some of them are real, or 90% confident that most
of them are real. The correct procedure to use depends on which you want
to do.

However, an article on multiple-test procedures in Stata can be
downloaded from the Stata Journal website at
http://www.stata-journal.com/article.html?article=st0035
and a Stata User Meeting presentation on the same subject can be
downloaded from the SSC page at
http://ideas.repec.org/p/boc/usug03/16.html

I hope this helps.

Best wishes

Roger



Roger B Newson
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk 
Web page: www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop
genetics/reph/

Opinions expressed are those of the author, not of the institution.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Leny Mathew
Sent: 19 May 2008 21:28
To: statalist@hsphsun2.harvard.edu
Subject: st: On multiple comparisons after multiple regression

Dear Statalisters,
                          I have a question on multiple comparisons
after a regression model. All searches on this issue have led me only
to post-hoc tests after ANOVA.
When doing a multiple logistic regression model (any multiple
regression model), is it necessary to evaluate the significance of the
p-values after a Bonferonni correction?
Any suggestions are much appreciated.

Thanks,

Leny
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