st: Order of variables in stcox model

[Brigham Whitman <brighamj@gmail.com>]

Hello.  I am building a model using stcox in Stata 9.2.

My question is: How should I order the variables that I put in the
model?  I get different results depending on how the variables are
ordered.  For example:

xi: stcox  velocity roads snow i.season, nohr strata(sex  age) robust

will produce different results than:

xi: stcox  roads snow velocity i.season, nohr strata(sex  age) robust

To be completely transparent: with my data, sometimes the order of the
variables does not matter for smaller models (less than 4 variables).
But with larger models (more than 6 variables), the results do change
when the order of the variables is changed.

What is the importance of the order of the variables (in this case,
roads, snow, velocity, and i.season) in the model?

Thank you,

Brigham Whitman
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