Re: Multiple regression coefficients

sangdonlee@xxxxxxxxx wrote: 
The order of variables does MATTER if the independent variables are
collinear, not independent,  near singular, or not full rank.  This is
called multicollinearity.


Suppose I have 3 explanatory variables, A, B, and C. I perform hierarchical regression, and add one variable on each of 3 steps. There are six possible orders in which I can enter the variables:

ABC
ACB
BAC
BCA
CAB
CBA

I understood the OP to be asking about the regression coefficients in the FINAL model that contains all 3 explanatory variables. In THAT model, as noted by *** Startz, the coefficients for A, B, and C do NOT depend on the order in which the variables were entered.

--
Bruce Weaver
bweaver@xxxxxxxxxxxx
www.angelfire.com/wv/bwhomedir
.