I'd like to get statistical support for hypotheses concerning the effects of independent variables $D,CF,CT,P,H,LA,LP$ on $C$. For regressor sets $\{D,CF,CT,P,LA,LP\}$ and $\{D,CF,CT,H,LA,LP\}$ all the independent variables are statistically significant:
Call:
clogit(C ~ D + CF + CT + P + LA + LP + strata(Case), clog_data)
coef exp(coef) se(coef) z p
D -5.91e-03 9.94e-01 7.21e-05 -81.94 < 2e-16
CF 3.78e-03 1.00e+00 8.10e-04 4.67 3.0e-06
CT 2.60e-04 1.00e+00 5.18e-05 5.02 5.2e-07
P 6.07e-01 1.84e+00 3.32e-02 18.32 < 2e-16
LA 8.71e-02 1.09e+00 2.41e-02 3.62 0.00029
LP -8.93e-02 9.15e-01 1.83e-02 -4.89 1.0e-06
Likelihood ratio test=11528 on 6 df, p=0
n= 71403, number of events= 12339
Call:
clogit(C ~ D + CF + CT + H + LA + LP + strata(Case), clog_data)
coef exp(coef) se(coef) z p
D -5.80e-03 9.94e-01 7.15e-05 -81.15 < 2e-16
CF 7.87e-03 1.01e+00 7.73e-04 10.17 < 2e-16
CT 3.13e-04 1.00e+00 5.10e-05 6.13 8.9e-10
H -9.47e-02 9.10e-01 2.01e-02 -4.71 2.5e-06
LA 9.49e-02 1.10e+00 2.39e-02 3.97 7.2e-05
LP -5.75e-02 9.44e-01 1.81e-02 -3.18 0.0015
Likelihood ratio test=11206 on 6 df, p=0
n= 71403, number of events= 12339
For the full set of regressors $\{D,CF,CT,P,H,LA,LP\}$, one of the independent variables $(H)$ is not statistically significant
Call:
clogit(C ~ D + CF + CT + P + H + LA + LP + strata(Case), clog_data)
coef exp(coef) se(coef) z p
D -5.90e-03 9.94e-01 7.24e-05 -81.53 < 2e-16
CF 3.73e-03 1.00e+00 8.16e-04 4.57 4.8e-06
CT 2.61e-04 1.00e+00 5.18e-05 5.03 4.9e-07
P 6.03e-01 1.83e+00 3.40e-02 17.74 < 2e-16
H -1.10e-02 9.89e-01 2.08e-02 -0.53 0.59625
LA 8.68e-02 1.09e+00 2.41e-02 3.61 0.00031
LP -8.95e-02 9.14e-01 1.83e-02 -4.89 9.9e-07
Likelihood ratio test=11528 on 7 df, p=0
n= 71403, number of events= 12339
Are my hypotheses statistically supported?
Update1: Correlation matrix
Case D CF CT H P LP LA C
Case 1.00 -0.01 0.00 -0.01 -0.01 -0.01 0.00 -0.01 0.00
D -0.01 1.00 -0.05 0.05 0.07 0.12 0.06 0.04 -0.35
CF 0.00 -0.05 1.00 -0.18 -0.28 0.40 0.19 0.17 0.08
CT -0.01 0.05 -0.18 1.00 0.07 -0.03 -0.07 -0.04 0.00
H -0.01 0.07 -0.28 0.07 1.00 -0.31 -0.12 -0.12 -0.06
P -0.01 0.12 0.40 -0.03 -0.31 1.00 0.24 0.21 0.06
LP 0.00 0.06 0.19 -0.07 -0.12 0.24 1.00 0.81 0.00
LA -0.01 0.04 0.17 -0.04 -0.12 0.21 0.81 1.00 0.01
C 0.00 -0.35 0.08 0.00 -0.06 0.06 0.00 0.01 1.00
Update2: VIF
GVIF Df GVIF^(1/(2*Df))
D 1.027972 1 1.013890
CF 1.210073 1 1.100033
CT 1.049540 1 1.024471
P 1.245100 1 1.115841
H 1.124559 1 1.060452
LA 2.684257 1 1.638370
LP 2.749423 1 1.658138
strata(Case) 3.470383 0 Inf
Warning message:
In vif.default(clogit(C ~ D + CF + CT + P + H + :
No intercept: vifs may not be sensible.