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Re: st: multicollinearity with survey data
From
rachel grant <[email protected]>
To
[email protected]
Subject
Re: st: multicollinearity with survey data
Date
Wed, 23 Feb 2011 10:30:48 +0000
I am not an expert on this so correct me if I am wrong Stata Listers!
In my models (negative binomial regression) Stata automatically checks
for multicollinearity and omits colinear variables and then tells you
it has done so. Multicollinearity just means that variables are highly
correlated with each other so if you want to test for it, run a simple
correlation test. Including colinear variables adds no new info to the
model. Ifyou have several variables that are highly correlated with
each other, you only need use one of these in the model.
Rachel
Rachel Grant
Dept. Life Sciences
Open University
UK
On 23 February 2011 05:03, Christine Gourin <[email protected]> wrote:
> thank you!
> how do you test for collinearity with survey data, however?
> ________________________________________
> From: [email protected] [[email protected]] On Behalf Of Steven Samuels [[email protected]]
> Sent: Tuesday, February 22, 2011 1:27 PM
> To: [email protected]
> Subject: Re: st: multicollinearity with survey data
>
>> On Feb 22, 2011, at 11:55 AM, Christine Gourin wrote:
>>
>> i have a question about how to check for multicollinearity with survey data. the only information I can find about this is at the site
>> http://www.stata.com/support/faqs/res/statalist.html#toask
>>
>> I am using survey data to investigate variables associated with hospital volume (HVH) as the dependent variable.
>> I suspect that teaching status (HOSP_TEACH) is collinear with HVH, as all HVH hospitals are teaching hospitals.
>>
>> I am not sure how to check for multicollinearity in the full model, which is
>>
>>
>> xi: svy: logistic HVH elective i.agecat flap neckdissection i.procedure i.payor radiation HOSP_TEACH i.RACE i.comorbidity
>>
>>
>>
>> when I run this model, stata drops HOSP_TEACH saying it predicts failure perfectly.
>>
>
> This message has nothing to do with multicollinearity. Multicollinearity concerns the correlations of predictors with each other. This message, refers to the association of outcome and one predictor. Tabulating HVH against HOSP_TEACH should show you the problem.
>
>
> Steve
>
> Steven J. Samuels
> Consulting Statistician
> 18 Cantine's Island
> Saugerties, NY 12477 USA
> Voice: 845-246-0774
> Fax: 206-202-4783
> [email protected]
>
>
>
>
>
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--
regards, Rachel
*
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