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st: Including components of a summative score in regression
From
Donald Spady <[email protected]>
To
Statalist Statalist <[email protected]>
Subject
st: Including components of a summative score in regression
Date
Mon, 30 Jul 2012 13:46:17 -0600
Dear Statalisters
I am doing some logistic regression analysis, some of the variables of which are made up of the values of other variables; e.g. N = A + B + C/D.
Is it reasonable, or appropriate, to include A, B, C, or D in the equation if N is already in it.
i.e.
logistic X F G H N A B C D, where F G H are some variables, and N is made up of A B C D, but for some reason or other A B C D are desired to be in the equation.
My impression is that statistical theory would say this is a no-no, largely because of collinearity; however, if I do it, sometimes I get a better 'fit' to the equation (using estat gof, group(10)).
Thanks
Donald Spady
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[email protected]
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