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Re: st: Appropriate modelling - testing which set of exposures are more important

From   Maarten Buis <>
Subject   Re: st: Appropriate modelling - testing which set of exposures are more important
Date   Mon, 1 Oct 2012 09:22:46 +0200

On Sat, Sep 29, 2012 at 12:52 AM, Amal Khanolkar wrote:
> 1. Comparing the R-squared values of three models: one with ethnicity only, second with SEP only and the third with both ethnicity and SEP.
> Unfortunately the 'fully adjusted model' with all confounders explains only ~13% of variation in my outcome for all three models above - which suggests that ethnicity and SEP individually do not explain more than the other. Please correct e on this.

That sentence makes no sense to me: you seem to want to compare three
models but report only one R2. the R2 you report does not seem
particularly small for the kind of model you are estimating.

> 2. Using the sheaf coefficient -  (I read you paper in the Stata journal -  thanks so much for this!) -  I get the following. I hope I specified the dummies in the right way:

Dummies could be correct, but that of course depends on the exact
question you want to answer with your analysis. So this is a question
you need to answer yourself. I do see two other problems with the
commands you gave. I suggest you read the help-file to see what these
problems are.

> Here again, we see that the effects of ethnicity, education and marriage do not differ that much from each other. But this is the 'overall' effect of ethnicity, education and marriage on the outcome. It seems like (if I understand correctly) the actual comparable effects between different categories of ethnicity and education and marriage on the outcome are not comparable here.

These estimates estimate exactly what they estimate and are as such
comparable. Question is: do they estimate what you want to estimate?
Well, that is what you need to decide. If I were you I would read the
article I referred to again and more carefully, to know what it is
this method estimates and than take your time to think if that is what
you want.

 > (I'm not very sure how to correctly interpret the values in the
'on_mom_race2' and 'on_edu_mom' rows). Could you help me with these?

This is in the article and the helpfile.

-- Maarten

Maarten L. Buis
Reichpietschufer 50
10785 Berlin

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