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| From | Donald Spady <dspady@ualberta.ca> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Including components of a summative score in regression |
| Date | Mon, 30 Jul 2012 15:25:08 -0600 |
Richard Thanks for the quick and clear response. It gives me some confidence in approaching the problem. Don On 2012-07-30, at 3:12 PM, Richard Williams <richardwilliams.ndu@gmail.com> wrote: > At 02:46 PM 7/30/2012, Donald Spady wrote: >> Dear Statalisters >> >> I am doing some logistic regression analysis, some of the variables of 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 the equation 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 is made up of A B C D, but for some reason or other A B C D are desired to 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 I get a better 'fit' to the equation (using estat gof, group(10)). >> >> Thanks >> >> Donald Spady > > I believe the improvements in fit stem from > > * N constrains the coefficients of A and B and C/D to be equal; adding A and B relaxes two of those constraints. > > * 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 > > you would get the same fit as you are getting now. That might seem a little less convoluted to me. But I don't think what you are doing is inherently evil; you just have to understand what the parameters mean and why you get a better fit. > > > ------------------------------------------- > 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/ > Donald Spady -- dspady@ualberta.ca * * 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/