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Re: st: Overfitting?


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Overfitting?
Date   Sat, 14 Feb 2009 08:59:00 +0000 (GMT)

--- 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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