Re: st: restricting margins to significant variables only

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 10:34 AM 3/18/2011, Maarten buis wrote:
> --- On Fri, 18/3/11, Richard Williams wrote:
> > Having said that, you can always have margins fix some
> > variable values at 0. That might make good substantive sense
> > in some cases (e.g. you want to make predictions for a group
> > coded 0) but I don't see why you would want to do so in this
> > case. Indeed, it would be silly to fix a variable at 0 when
> > 0 is not a possible or likely value for the variable.
>
> The original question was "Is it advisable to get margins to
> base its calculations on only those variables which are
> significant?" In that case you do not want to set the variable
> to zero but its effect, i.e. a form of stepwise selection,
> which I told him was a bad idea.
If i understand the original query, what was being proposed is even 
worse than stepwise. It sounded like he wanted to leave the 
insignificant variables in the model but treat their effects as 
though they were zero. Either way, it sounds like a choice between 
bad and worse.

-------------------------------------------
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/