Thanks Martin for your response.
I am using stcox. Could you please let me know the command for
checking collinearity in stcox, can I find it in postestimation
commands for stcox?
Many thanks,
[Redacted]
On Sat, Feb 14, 2009 at 7:54 PM, Martin Weiss <[email protected]> wrote:
> <>
>
> Stata provides a lot of postestimation commands for -regress- (did you use
> regress?) Among them: -estat vif- which highlights collinearity, and -estat
> ovtest- which checks for omitted vars...
>
> HTH
> Martin
> _______________________
> ----- Original Message ----- From: "Shell makka" <[email protected]>
> To: <[email protected]>
> Sent: Saturday, February 14, 2009 7:27 AM
> Subject: st: Overfitting?
>
>
>> Dear statalist
>>
>> Would you please let me know that when effect of one covariate flips
>> in the multivariate model, is it only because of overfitting or it can
>> have other reasons. This variable was significant in the univariate
>> analysis but when I used it in multivariate model which contained
>> another covariate that these too could be also colinear (one is
>> calander year and the other is year of
>> starting the study) it became insignificant and its effect reversed.
>>
>> Kind regards,
>> Shell
>> *
>> * 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/
>
> *
> * 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/
>
*
* 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/
