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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Order of variables in stcox model |

Date |
Mon, 15 Aug 2011 17:06:52 +0200 |

On Mon, Aug 15, 2011 at 4:51 PM, Brigham Whitman wrote: > 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. That is the reason why the order of variables mattered in your model. Remember to multicolinearity is not only about bivariate correlations, no variable should be an exact linear combination of any of the remaining variables. Classic examples are a set of dummies representing a categorical variables, where you must exclude one reference category, or age period and cohort, the cohort (year of birth) is the period (year in which survey was held) - age, so you cannot simultaneously estimate the effect of all three (at least not without some special models that include some heavy assumptions). Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**Follow-Ups**:**Re: st: Order of variables in stcox model***From:*Steven Samuels <sjsamuels@gmail.com>

**Re: st: Order of variables in stcox model***From:*Brigham Whitman <brighamj@gmail.com>

**References**:**st: Order of variables in stcox model***From:*Brigham Whitman <brighamj@gmail.com>

**Re: st: Order of variables in stcox model***From:*Steven Samuels <sjsamuels@gmail.com>

**Re: st: Order of variables in stcox model***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Order of variables in stcox model***From:*Brigham Whitman <brighamj@gmail.com>

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