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From | "Roger B. Newson" <r.newson@imperial.ac.uk> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "Kato, Bernet S" <b.kato@imperial.ac.uk> |
Subject | st: New version of -haif- on SSC |
Date | Mon, 07 Oct 2013 13:07:20 +0100 |
The -haif- package is described as below on my website. The new version fixes a typo in the online help. I would like to thank my colleague Bernet Kato at Imperial College, London for drawing my attention to this.
Best wishes Roger -- Roger B Newson BSc MSc DPhil Lecturer in Medical Statistics Respiratory Epidemiology and Public Health Group National Heart and Lung Institute Imperial College London Royal Brompton Campus Room 33, Emmanuel Kaye Building 1B Manresa Road London SW3 6LR UNITED KINGDOM Tel: +44 (0)20 7352 8121 ext 3381 Fax: +44 (0)20 7351 8322 Email: r.newson@imperial.ac.uk Web page: http://www.imperial.ac.uk/nhli/r.newson/ Departmental Web page: http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/ Opinions expressed are those of the author, not of the institution. --------------------------------------------------------------------------- package haif from http://www.imperial.ac.uk/nhli/r.newson/stata11 --------------------------------------------------------------------------- TITLE haif: Homoskedastic adjustment inflation factors for model selection DESCRIPTION/AUTHOR(S) haif calculates homoskedastic adjustment inflation factors (HAIFs) for core variables in the corevarlist, caused by adjustment by the additional variables specified by addvars() and/or by sampling probability weights specified by pweights(). HAIFs are calculated for the variances and standard errors of estimated linear regression parameters corresponding to the core variables. For each variance (or standard error), the HAIF is defined as the ratio between that variance (or standard error) of that parameter, in a model containing both the core variables and the additional variables, with sampling probability weights, to the corresponding variance (or standard error) of the same parameter, in a model containing only the core variables, without sampling probability weights. These ratios are calculated assuming that the second model is true, and also assuming that the outcome variable is homoskedastic (equal-variance), or heteroskedastic with variance ratios inverse to the corresponding ratios of the inverse variance weights. haifcomp calculates the ratios between the HAIFs for the same core variables caused by adjustment for two alternative lists of additional variables and/or sampling probability weights, namely a numerator list and/or weighting and a denominator list and/or weighting. haif and haifcomp are intended for use in model selection, allowing the user to choose a model based on the joint distribution of the exposures and confounders, before estimating the parameters of the model from the data on the outcome variable. Author: Roger Newson Distribution-Date: 03october2013 Stata-Version: 11 INSTALLATION FILES (click here to install) haif.ado haifcomp.ado haif.sthlp haifcomp.sthlp --------------------------------------------------------------------------- (click here to return to the previous screen) * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/