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st: RE: Order of variables in stcox model


From   "Sarah Edgington" <sedging@ucla.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Order of variables in stcox model
Date   Fri, 12 Aug 2011 10:35:25 -0700

.
The ordering of your variables should not matter.  Are you making any
changes to the data between models?  Is the data stset the same for every
model?  If you run the same code more than once do you get the same results?
My suspicion is that the answer to this last question is no and the problem
actually has to do with the sort order of the data rather than the order of
the variables in the model.  I have in the past run into problems with this
kind of model when the data is not sorted the same across runs.  If this is
the problem you may notice that if you run the same dofile multiple times
(without changing the saved dataset it opens) that you get different
results.
-Sarah

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Brigham Whitman
Sent: Friday, August 12, 2011 9:52 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Order of variables in stcox model

Hello.  I am building a model using stcox in Stata 9.2.

My question is: How should I order the variables that I put in the model?  I
get different results depending on how the variables are ordered.  For
example:

xi: stcox  velocity roads snow i.season, nohr strata(sex  age) robust

will produce different results than:

xi: stcox  roads snow velocity i.season, nohr strata(sex  age) robust

To be completely transparent: with my data, sometimes the order of the
variables does not matter for smaller models (less than 4 variables).
But with larger models (more than 6 variables), the results do change when
the order of the variables is changed.

What is the importance of the order of the variables (in this case, roads,
snow, velocity, and i.season) in the model?

Thank you,

Brigham Whitman
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