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st: If Stata drops regressors due to Colinearity: Has it automatically picked the right regressors then?
From
Jen Zhen <[email protected]>
To
[email protected]
Subject
st: If Stata drops regressors due to Colinearity: Has it automatically picked the right regressors then?
Date
Wed, 8 Dec 2010 17:29:19 +0100
Dear list members,
I'm running a Cox regression on a treatment variable along with 4
splines in age (created with -mkspline-), one for each of 4 periods in
which slightly different rules applied.
Like this, Stata drops most of the regressors due to Colinearity, even
though for many of the spline regressors there are observations for
which this spline is nonzero.
Am I correct to infer that my sample is simply not large enough to use
all these regressors and that I will therefore need to use for
instance only one spine for all 4 periods together?
If so, is there any way to make sure that my control function will
still take out any variation in my outcome duration that is correlated
with the treatment, but is not actually due to it?
Thanks a lot,
JZ
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