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st: glm and collinearity


From   Joan Holand <[email protected]>
To   [email protected]
Subject   st: glm and collinearity
Date   Tue, 23 Jan 2007 06:52:47 +0100

Dear statalist,

I'm running a loglinear model using the -glm- command (Stata 9SE,
Windows XP):

glm depvar a*b*c*d, fam(pois)

I'm specifying 4-way-interactions but unfortunately some of the
coefficients are beeing dropped because of the collinearity. I'm sure
that I did not use the same variables twice.

Assuming that my model is ok. :-) , what could be other possible reasons
for dropping coefficients?

Thank you very much for any comments!
Joan
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