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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 > -------------------------- > > * > * 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/ > * * 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**:**st: main effect OR when interaction present - xtlogit-***From:*Ricardo Ovaldia <ovaldia@yahoo.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>

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

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