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st: AW: Interacting dummies and multicollinearity issue
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: AW: Interacting dummies and multicollinearity issue
Date
Wed, 23 Jun 2010 13:53:50 +0200
<>
You should check
*************
help fvvarlist
*************
Redundancies are tossed out automatically during estimation.
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Özlen D. Luznar
Gesendet: Mittwoch, 23. Juni 2010 13:51
An: [email protected]
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
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