Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: RE: Insignificant coefficient in prediction
From
Richard Williams <[email protected]>
To
[email protected], "'[email protected]'" <[email protected]>
Subject
Re: st: RE: Insignificant coefficient in prediction
Date
Wed, 01 Dec 2010 17:27:06 -0500
At 01:12 PM 12/1/2010, Nick Cox wrote:
3. Often there are scientific and/or statistical grounds for
including bundles of predictors, even if some or all don't qualify
individually as significant. A perhaps esoteric example is that a
sine and a cosine term usually belong together, even if one is not
significant. A more common example, for many readers of this list,
is that a bunch of indicators usually belong together, ditto.
Good list. To this particular item I would add interaction terms and
main effects, e.g. if you've got x1*x2 in the model you generally
want x1 and x2, even if their effects aren't significant. Likewise
with things like X and X^2.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
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/