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From |
Brigham Whitman <brighamj@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Order of variables in stcox model |

Date |
Fri, 12 Aug 2011 15:02:38 -0400 |

I do get the same results when I run the same code twice. Even when I clear out the data and re-enter everything, I still get identical results using the same code. But these results change when I change the order of the variables. I am not changing the data or stset between models. Perhaps I am over-parameterizing the model, because I can remove one variable/ stratum at a time until I get to a point (7 variables and 2 strata) where the results don't change when I change the order of the variables. Though I don't know why Stata would run the model differently... -Brigham On Fri, Aug 12, 2011 at 1:35 PM, Sarah Edgington <sedging@ucla.edu> wrote: > . > The ordering of your variables should not matter. Are you making any > changes to the data between models? Is the data stset the same for every > model? If you run the same code more than once do you get the same results? > My suspicion is that the answer to this last question is no and the problem > actually has to do with the sort order of the data rather than the order of > the variables in the model. I have in the past run into problems with this > kind of model when the data is not sorted the same across runs. If this is > the problem you may notice that if you run the same dofile multiple times > (without changing the saved dataset it opens) that you get different > results. > -Sarah > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Brigham Whitman > Sent: Friday, August 12, 2011 9:52 AM > To: statalist@hsphsun2.harvard.edu > Subject: st: Order of variables in stcox model > > Hello. I am building a model using stcox in Stata 9.2. > > My question is: How should I order the variables that I put in the model? I > get different results depending on how the variables are ordered. For > example: > > xi: stcox velocity roads snow i.season, nohr strata(sex age) robust > > will produce different results than: > > xi: stcox roads snow velocity i.season, nohr strata(sex age) robust > > To be completely transparent: with my data, sometimes the order of the > variables does not matter for smaller models (less than 4 variables). > But with larger models (more than 6 variables), the results do change when > the order of the variables is changed. > > What is the importance of the order of the variables (in this case, roads, > snow, velocity, and i.season) in the model? > > Thank you, > > Brigham Whitman > * > * 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/ > * * 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/

**References**:**st: Order of variables in stcox model***From:*Brigham Whitman <brighamj@gmail.com>

**st: RE: Order of variables in stcox model***From:*"Sarah Edgington" <sedging@ucla.edu>

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