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Re: st: Order of variables in stcox model


From   Brigham Whitman <brighamj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Order of variables in stcox model
Date   Mon, 15 Aug 2011 10:51:21 -0400

Hmm, OK. Thank you for the advice.  The comment about
multicolinearity: I have already checked the Pearson's correlation
with "pwcorr" and none of the variables have a correlation above .7.
When I run the model, however, a lot of the variables are dropped for
whatever reason, and I just get a period (".") instead.  Thank you for
the help.

-Brigham



On Mon, Aug 15, 2011 at 3:13 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> --- On Aug 12, 2011, at 12:51 PM, Brigham Whitman wrote:
>> 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
>
> One reason I can think of is when one or more values are dropped due
> to multicolinearity. In that case Stata will have no information it
> can use to determine which variable to drop other than the order in
> which they are entered.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
>
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