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Re: st: Including components of a summative score in regression


From   Donald Spady <dspady@ualberta.ca>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Including components of a summative score in regression
Date   Mon, 30 Jul 2012 15:25:08 -0600

Richard
  Thanks for the quick and clear response.  It gives me some confidence in approaching the problem.

Don
On 2012-07-30, at 3:12 PM, Richard Williams <richardwilliams.ndu@gmail.com> wrote:

> At 02:46 PM 7/30/2012, Donald Spady wrote:
>> Dear Statalisters
>> 
>> I am doing some logistic regression analysis, some of the variables of which are made up of the values of other variables; e.g. N = A + B + C/D.
>> Is it reasonable, or appropriate, to include A,  B, C, or D in the equation if N is already in it.
>> i.e.
>> logistic X F G H N A B C D, where F G H are some variables, and N is made up of A B C D, but for some reason or other A B C D are desired to be in the equation.
>> 
>> My impression is that statistical theory would say this is a no-no, largely because of collinearity; however, if I do it, sometimes I get a better 'fit' to the equation (using estat gof, group(10)).
>> 
>> Thanks
>> 
>> Donald Spady
> 
> I believe the improvements in fit stem from
> 
> * N constrains the coefficients of A and B and C/D to be equal; adding A and B relaxes two of those constraints.
> 
> * The linear effects of C and D are not captured by N
> 
> So sure, adding those vars can improve fit.
> 
> I could be wrong, but I believe if you ran
> 
> logistic X F G H A B C D C/D
> 
> you would get the same fit as you are getting now. That might seem a little less convoluted to me. But I don't think what you are doing is inherently evil; you just have to understand what the parameters mean and why you get a better fit.
> 
> 
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
> 
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> 

Donald Spady

--
dspady@ualberta.ca





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