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Re: st: Order of variables in stcox model


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Order of variables in stcox model
Date   Mon, 15 Aug 2011 09:13:05 +0200

--- On Aug 12, 2011, at 12:51 PM, Brigham Whitman wrote:
> 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

One reason I can think of is when one or more values are dropped due
to multicolinearity. In that case Stata will have no information it
can use to determine which variable to drop other than the order in
which they are entered.

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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