Re: st: RE: Collinear variables

[Silvia Mendolia <silvia.mendolia@student.unsw.edu.au>]

Thank you!

It works perfectly!

Cheers,

Silvia


Feiveson, Alan H. (JSC-SK311) wrote:

> If variables in a regression model are collinear, there are an infinite
> number of parameter estimates (i.e. "coefficients") that will give the
> best fit. Stata has a default procedure that "removes" variables from
> the model (i.e. by constraining their coefficients to be zero) to make
> the solution unique. However in simple linear regression, you could
> impose your own linear constaints such as (1) b1 +3*b4 - b7 = 23, 2(2)
> 13b3-b5=-0.1234,  etc. using -cnsreg-.  Another is the nocons option
> (constraining b0 = 0). If you impose your own constraints, there must be
> enough of these to make the system linearly independent, otherwise Stata
> will still set some coefficients to zero.
>
> However if you are doing something other than simple linear regression,
> such as -glm- , Stata may not allow the specification of linear
> constraints in the same manner that -cnsreg- does.
>
> Al Feiveson
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Silvia
> Mendolia
> Sent: Sunday, March 25, 2007 11:41 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Collinear variables
>
> Hello everybody,
>
> does anybody know how to tell to Stata that  collinear variables do not
> have to be removed?
> I know there is an option collinear, but it doesn't seem to work for
> linear or probit regressions.
>
> I am aware of the possibles negative consequences of this, but I just
> need to know how to do this...
>
> Thank you very much,
>
> Silvia
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