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Re: st: -pcorrmat- available on ssc
--- Raphael Fraser <[email protected]> wrote:
> This (-pcorrmat-) is a very useful program especially in multiple
> regression. When used with pwcorr one can decide if certain variables
> add any additional information to the model by comparing the
> correlation and partial correlation coefficient.
Using -pcorrmat- to quickly sift through a large set of potential
control variables to flag variables of potential interest is fine as
long as you don't add those variables blindly to your model. Use
considerations like the ones in
http://www.stata.com/statalist/archive/2006-12/msg00518.html to make
the final decision on whether or not to add a variable to your model.
Adding the variables blindly would be similar to manually doing
stepwise regression. On StatTalk number 6 there is a nice discussion on
what's wrong with stepwise regression. You can download it as an .mp3
from http://www.ats.ucla.edu/STAT/stattalk/episodes/default.htm
hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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