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From |
Richard Williams <[email protected]> |

To |
[email protected], Statalist Statalist <[email protected]> |

Subject |
Re: st: Including components of a summative score in regression |

Date |
Mon, 30 Jul 2012 16:12:35 -0500 |

At 02:46 PM 7/30/2012, Donald Spady wrote:

Dear StatalistersI am doing some logistic regression analysis, some of the variablesof which are made up of the values of other variables; e.g. N = A + B + C/D.Is it reasonable, or appropriate, to include A, B, C, or D in theequation if N is already in it.i.e.logistic X F G H N A B C D, where F G H are some variables, and N ismade up of A B C D, but for some reason or other A B C D are desiredto be in the equation.My impression is that statistical theory would say this is a no-no,largely because of collinearity; however, if I do it, sometimes Iget a better 'fit' to the equation (using estat gof, group(10)).Thanks Donald Spady

I believe the improvements in fit stem from

* The linear effects of C and D are not captured by N So sure, adding those vars can improve fit. I could be wrong, but I believe if you ran logistic X F G H A B C D C/D

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

**Follow-Ups**:**Re: st: Including components of a summative score in regression***From:*Maarten Buis <[email protected]>

**Re: st: Including components of a summative score in regression***From:*Donald Spady <[email protected]>

**References**:**st: Including components of a summative score in regression***From:*Donald Spady <[email protected]>

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