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From | "Özlen D. Luznar" <ozlend1@umbc.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: AW: Interacting dummies and multicollinearity issue |
Date | Wed, 23 Jun 2010 07:58:09 -0400 (EDT) |
thanks! > > <> > > You should check > > ************* > help fvvarlist > ************* > > Redundancies are tossed out automatically during estimation. > > > HTH > Martin > > > -----Ursprüngliche Nachricht----- > Von: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Özlen D. > Luznar > Gesendet: Mittwoch, 23. Juni 2010 13:51 > An: statalist@hsphsun2.harvard.edu > Betreff: st: Interacting dummies and multicollinearity issue > > Hi everyone, > > I am using a recursive biprobit model. I have 2 separate categorical > variables. > > variable d - has 3 values - dummied out to d1 d2 d3 > variable e has 4 values dummied out to e1 e2 e3 e4 > > In addition to include d1 d2 e1 e2 e3 in my model I want to include > interaction terms between d dummies and e dummies: > > 12 possible variables interaction between d dummies and e dummies. Among > these 12 I know that at least 3 dummies have only one value and that is 0, > in other words d2*e2 == 0 for everyone, d3*e1 == 0 for everyone and > d2*e1==0 for everyone. > > I am confused as to which of these 12 I can/should include in the model so > as to avoide multicollinearity. > > This may be a basic question but I appreciate any help you may give me. > > Thanks! > > Ozlen > > > > -- > Özlen D. Luznar > > PhD Candidate - Public Policy > Graduate Research Assistant > University of Maryland Baltimore County (UMBC) > 1000 Hilltop Circle > Baltimore, MD 21250 > > 443-846-5010 > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > -- Özlen D. Luznar PhD Candidate - Public Policy Graduate Research Assistant University of Maryland Baltimore County (UMBC) 1000 Hilltop Circle Baltimore, MD 21250 443-846-5010 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/