Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

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

 From Donald Spady 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
>>
>
> 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
>
> *
> *   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/
```