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Re: st: RE: regression assumption question

From   Austin Nichols <>
Subject   Re: st: RE: regression assumption question
Date   Tue, 10 Mar 2009 13:01:46 -0400

moleps islon:
I tend to agree with Tony <>, but
note that if you believe that X affects the change in Y (dY = Ypost -
Ypre) but Y is measured with error pre and post, you may prefer not to
regress Ypost on Ypre and X, but rather to regress dY on X.  Since
Ypre is measured with error, its coef may be biased toward zero and
you may be able to reject the null that its coef is one even when that
is the true model, and you may also have bias in other coefs when you
include Ypre, esp if treatment levels are correlated with true
baseline Y levels.

mat c=(1,0,0,0\ 0,1,0,0.5\ 0,0,1,0\ 0,0.5,0,1)
drawnorm e1 y0 e0 x, n(1000) corr(c) seed(1) clear
g ypost=y0+x/2+e1
g ypre=y0+e0
g dy=ypost-ypre
reg ypost ypre x, nohe r
reg dy x, nohe r

But of course if Ypre does not have a coef of one in the true model,
you will introduce bias by imposing that constraint in a regression of
dY on X.   Nearest-neighbor matching (findit nnmatch) on pre-treatment
observables is another way forward here...

On Mon, Mar 9, 2009 at 3:58 PM, Lachenbruch, Peter
<> wrote:
> My preference is to use the preop measure as a covariate.  If you use
> the change, you are essentially forcing the preop to have a coefficient
> of 1.  Sometimes people use the preop as a covariate for the change
> score - this automatically induces a fairly high correlation with preop
> - if you're not careful, you can believe it.
> Tony
> Peter A. Lachenbruch
> Department of Public Health
> Oregon State University
> Corvallis, OR 97330
> Phone: 541-737-3832
> FAX: 541-737-4001
> -----Original Message-----
> From:
> [] On Behalf Of moleps islon
> Sent: Monday, March 09, 2009 11:49 AM
> To:
> Subject: st: regression assumption question
> Dear listers,
> I've got data on 300 patients preop and postop using the VAS scale
> (ordinal scale). I'm trying to locate factors predicting improvement
> postop. However there are several questions pertaining to this that
> I'm unsure of. 1)Do I violate the assumption of independence? I assume
> there would be some correlation between preop and postop within the
> patients. 2)Would you recommend using delta (preop-postop) as the
> dependent variable or postop alone? The analyses so far show some
> heteroscedasticity-in case i violate the independence assumption- is
> it possible to do add both vce(robust) and vce(cluster id) ?
> regards
> Moleps
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