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st: RE: Collinearity


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: Collinearity
Date   Wed, 10 Dec 2008 15:47:42 +0100

Line for the server...

This may help:
http://www.stata.com/support/faqs/stat/drop.html


But bear in mind that collinearity means the collinear variables contain
almost the same information so one can safely be dropped. To say that x
should remain in there does not make much sense to me: Its collinear
counterpart tells (almost) the same story as x...

HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Ismail Ait Saadi
Sent: Wednesday, December 10, 2008 2:53 PM
To: [email protected]
Subject: st: Collinearity

I am running a Logit model with 12 variables, the results says that variable
x was dropped because of collinearity. is there any command that can help
identify the other variable with wich x is correlated, the reason I am
asking for this is that x is an important variable and I prefer to drop
another variable and keep x. I remember doing this long time ago but I
forgot the command.


Many thanks,

Ismail
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