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RE: st: RE: Dropping var from log reg due to estimability


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Dropping var from log reg due to estimability
Date   Mon, 2 Mar 2009 10:57:47 -0000

I don't have the context you have to be able to add anything that isn't
obvious. Being "significant" on its own is no guarantee that a predictor
belongs in a model. That's why you are doing what you are. 

Otherwise my only tip is to avoid stepwise like the plague, given the
reasons often rehearsed on this list. 

Nick 
n.j.cox@durham.ac.uk 

Ziad El-Khatib

Thank you and sorry for the unclear question.
Meant to:
1) know what does it mean in this case
and 2) how to deal with it?

You have kindly answered on point 1.
> The underlying reason is likely to be that you are throwing far too
many
> predictors at the response.
--> i added predictors with statistically significant value after
doing Adj. OR (2x2 table).

On Mon, Mar 2, 2009 at 12:44 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote:

> I'm not clear what kind of answer you expect.
>
> "estimability" means being estimatable, or here strictly being _not_
> estimatable. At its simplest, the signal is thus that -logistic- found
> it too difficult to estimate the parameters in the model you
specified.
>
> The underlying reason is likely to be that you are throwing far too
many
> predictors at the response.
>
> Nick
> n.j.cox@durham.ac.uk
>
> Ziad El-Khatib
>
> Using -stepwise, pr(.20): logistic- I ran different variables (all of
> them and dependent variables were dichotomous); got the text below
> then got the rest in the model. Any tips what does estimability mean?
>
>
> note: incomenone dropped because of estimability
> note: awaycat dropped because of estimability
> note: busycat dropped because of estimability
> note: elsetoseecat dropped because of estimability
> note: dailyroutinecat dropped because of estimability
> note: depressedcat dropped because of estimability
> note: othercat dropped because of estimability
> note: incomeself dropped because of estimability
> note: 42 obs. dropped because of estimability

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