Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: Insignificant coefficient in prediction


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: Insignificant coefficient in prediction
Date   Wed, 01 Dec 2010 17:27:06 -0500

At 01:12 PM 12/1/2010, Nick Cox wrote:
3. Often there are scientific and/or statistical grounds for including bundles of predictors, even if some or all don't qualify individually as significant. A perhaps esoteric example is that a sine and a cosine term usually belong together, even if one is not significant. A more common example, for many readers of this list, is that a bunch of indicators usually belong together, ditto.

Good list. To this particular item I would add interaction terms and main effects, e.g. if you've got x1*x2 in the model you generally want x1 and x2, even if their effects aren't significant. Likewise with things like X and X^2.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index