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RE: Re: st: Interaction terms


From   "Clyde Schechter" <clyde.schechter@einstein.yu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   RE: Re: st: Interaction terms
Date   Wed, 4 May 2011 11:24:31 -0700

Maarten Buis writes:

"We cannot change the correlation among explanatory variables, so the only
thing we can do is to gather more data..."

in response to a query about dealing with multicollinearity.

This is true if we restrict ourselves to simple random sampling.

But if it is essential to disentangle the effect of one of a group of
correlated variables (at the expense of losing any information about the
others' effects) matched-pair (or matched n-tuple) sampling may be useful.
 It requires a different approach to analysis.  And it comes at a price:
if the correlations are truly high you will have to discard many potential
observations because a proper match cannot be found for all.

A less stringent approach, stratified random sampling, entails less loss
of data and information and achieves less disentanglement but might still
be satisfactory for some situations.

And, of course, these approaches have to be chosen at the design phase. 
By the time the data are in hand, it is too late for these.

Clyde Schechter
Associate Professor of Family & Social Medicine
Albert Einstein College of Medicine
Bronx, NY, USA

Please note new e-mail address: clyde.schechter@einstein.yu.edu

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