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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 12:24:55 -0400

Ok, that makes sense.  I think I'm trying to do too much with too
little data and I do not have the statistical power to do it.  I am
going to try to simplify my cox models by removing some of the
variables/ strata.  Thank you for the help.

-Brigham Whitman


On Mon, Aug 15, 2011 at 11:06 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> 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
> --------------------------
>
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