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Re: st: weighted regression bias and variance
From
"Roger B. Newson" <[email protected]>
To
[email protected]
Subject
Re: st: weighted regression bias and variance
Date
Fri, 19 Jul 2013 12:17:58 +0100
Timothy might like to download my -haif- package from SSC. This can now
calculate variance inflation factors caused by mis-specified weights, as
well as those caused by unnecessary concomitant variables in the model.
I hope this helps.
Best wishes
Roger
Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: [email protected]
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/
Opinions expressed are those of the author, not of the institution.
On 19/07/2013 06:25, Timothy Mak wrote:
Hi,
Can anyone point me to references that discuss bias and/or variance inflation if the weights used in weighted regressions (glm) are subject to error?
Thanks very much for your help.
Timothy Mak
School of Public Health
The University of Hong Kong
Tel (+852) 2819 9914
Fax (+852) 2855 9528
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