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Re: st: RE: creating combined correlation of dummy (ordered multilevel)


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: creating combined correlation of dummy (ordered multilevel)
Date   Mon, 13 Jun 2011 15:03:43 +0200

On Sat, Jun 11, 2011 at 2:24 PM, Stefan Nijssen <stefannijssen@gmail.com> wrote:
> Indeed I am talking about independent variables. The dependent is continuous, a risk factor represented by an interest rate. I am trying to estimate the effect of both a rating scale and a set of accounting ratios to the risk factor. I am hypothesizing that the effect of the rating on the interest rate, compared to the effect of the accounting ratios on this interest rate has diminished in recent years, using data from three points in time during the last decade.

Sheaf coefficients were originally developed by Heise (1972) to
compare the relative influence of blocks of variables, so what you
propose fits within that tradition.

-- Maarten

Heise, David R. (1972). Employing nominal variables, induced
variables, and block variables in path analysis. Sociological Methods
& Research, 1(2): 147--173.

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

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