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


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: Including components of a summative score in regression
Date   Tue, 31 Jul 2012 09:35:59 +0200

At 02:46 PM 7/30/2012, Donald Spady wrote:
>> 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.

On Mon, Jul 30, 2012 at 11:12 PM, Richard Williams wrote:
> 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.

Also see:
M.L. Buis (2012) "Stata tip 108: On adding and constraining", The
Stata Journal, 12(2), pp. 342-344.

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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