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Re: st: RE: glm and collinearity


From   Joan Holand <[email protected]>
To   [email protected]
Subject   Re: st: RE: glm and collinearity
Date   Thu, 25 Jan 2007 18:00:22 +0100

Dear colleagues,

thank you very much for your answers.

My variables are dummy coded so my model is not affected by the
"problem" of linear combination (I guess so).

Joel: do I get you right that the collinearity can occur if the
distribution of some of the variables is very unbalanced and one value
prevails?

Thank you very much for your help!
Joan


Joel J. Adamson writes:
Di Stefano, Paola writes:
Dear Joan,

Did you check if one variables is linear combination of another? It
could happen when a variable is created using the others.....

Paola
Good thinking: as I said the linear combination that comes up for me most often is 0.

Joel


Joan Holand writes:
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 * * For searches and
help try: * http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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