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st: Confusing collinearity error message from -ice-
From
Mike Lacy <[email protected]>
To
[email protected]
Subject
st: Confusing collinearity error message from -ice-
Date
Tue, 30 Nov 2010 21:11:23 -0700
I'm using -ice- in order to take advantage of its -interval()
command, so as to be able to prevent nonnegative variables (e.g.,
area of land owned) from having negative values imputed. I keep
getting a collinearity error message whenever I try to run it while
including the variables specifying the lower and upper limits, as
-interval- requires. I'm using -ice- 1.7.3. Here's what I have for
code and relevant output:
// Create lower and upper limits variables for -interval- option
. gen llagsale = 0
. gen ulagsale = 500 // max observed
. gen llacres = 0
. gen ulacres = 1300 // max observed
. gen llincpert = 0
. gen ulincpert = 100 // max observed
. //
. ice years female workoff ///
> agsales1000 acres100 incpert llagsale ulagsale llacres
ulacres llincpert ulincpert ///
> spiritualconnect preservation econdependence, m(10) clear ///
> interval(agsales1000:llagsale ulagsale, acres100:llacres
ulacres, incpert:llincpert ulincpert)
... snip, snip
Variable | Command | Prediction equation
------------+---------+-------------------------------------------------------
.snip, snip
| | spiritualconnect preservation econdependence
workoff | logit | years female agsales1000 acres100 incpert
snip, snip
// Error messages start here
Imputing
[Note: in regression for workoff, dropping agsales1000
acres100 incpert due to collinearity]
[Note: in regression for years, dropping agsales1000 acres100 incpert
due to collinearity]
etc.
============================
What confuses me about the collinearity reports is that the three
variables reported as offending are only modestly correlated
(0.2-0.3). The problem seems to come from the limit variables, since
when I omit them and omit the -interval- option, I don't get the
collinearity errors. (The imputed values, though, are way out of
range.) So, I would like to use the -interval- option. Any thoughts
here about what's going on?
Regards,
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