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Re: st: Overfitting?


From   Shell makka <shell.makka@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Overfitting?
Date   Sat, 14 Feb 2009 20:26:10 +1100

Thanks Maarten for your response, I will only use one of these
covariates in my final model.





On Sat, Feb 14, 2009 at 7:59 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- 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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