--- On Sat, 14/2/09, Shell makka wrote:
> Would you please let me know that when effect of one
> covariate flips in the multivariate model, is it only
> because of overfitting or it can have other reasons.
> This variable was significant in the univariate
> analysis but when I used it in multivariate model which
> contained another covariate that these too could be
> also colinear (one is calander year and the other is
> year of starting the study) it became insignificant and
> its effect reversed.
I would not call this overfitting, it just means that most
of the effect of calender year occurs through year of
starting the study. However, you do need a good theoretical
reason for including both variables though. It is possible
that such a good theoretical argument exist, but it is
definitely not automatic.
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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