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Re: st: Re: Overfitting?


From   Shell makka <shell.makka@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Overfitting?
Date   Sat, 14 Feb 2009 20:30:57 +1100

Thanks Martin for your response.

I am using stcox. Could you please let me know the command for
checking collinearity in stcox, can I find it in postestimation
commands for stcox?

Many thanks,
[Redacted]

On Sat, Feb 14, 2009 at 7:54 PM, Martin Weiss <martin.weiss1@gmx.de> wrote:
> <>
>
> Stata provides a lot of postestimation commands for -regress- (did you use
> regress?) Among them: -estat vif- which highlights collinearity, and -estat
> ovtest- which checks for omitted vars...
>
> HTH
> Martin
> _______________________
> ----- Original Message ----- From: "Shell makka" <shell.makka@gmail.com>
> To: <statalist@hsphsun2.harvard.edu>
> Sent: Saturday, February 14, 2009 7:27 AM
> Subject: st: Overfitting?
>
>
>> Dear statalist
>>
>> 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.
>>
>> Kind regards,
>> Shell
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