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Re: st: collin
From
Aggie Chidlow <[email protected]>
To
[email protected]
Subject
Re: st: collin
Date
Fri, 11 Mar 2011 22:36:26 +0000
Dear Charls and Syed,
Thank you very much for your comments and suggestions.
I would be thankful very much for your help Syed regarding how to
interpret VIF professionaly. Any advice/references would be very much
appreciated.
Many thanks,Aggie
On Thu, Mar 10, 2011 at 3:14 PM, Syed Basher <[email protected]> wrote:
> Hi Aggie,
>
> I think diagnostic checking such as VIF comes before estimation, that is we
> first check the extent of collinearity among variables using VIF then decide
> which variables to include in the estimation. After running VIF, you can do two
> sets of estimation: one with all dummies (what the reviewer asked for) and
> another with least collinear dummies (as you already did), this way the
> difference between two results will show up. As Charles mentioned, it is better
> to follow what the reviewer has asked for. If you wanted to know how to
> interpret VIF results professionally, let me know.
>
> Syed Basher
> Doha, Qatar
>
>
>
> ----- Original Message ----
> From: Aggie Chidlow <[email protected]>
> To: [email protected]
> Sent: Thu, March 10, 2011 4:30:51 PM
> Subject: st: collin
>
> Dear Stata users,
>
> I was appreciate some help regarding "collin"
>
> I just got a paper back from a reviewer and he/she wants me to include
> all my year dummies (i.e. y98 y99 y00 y01 y02 y03) in the following
> model: probit y x1 x2 x3 lnx4 x5 y98 y99 y00 y01 y02
>
> Previusly in the model I only included two year dummies (i.e y99 and
> y01) as the others we omitted automatically due to collinearity.
> I mentioned that in the paper, however, he/she says it is
> unsatisfactory and I should include them all and than comment on VIF.
>
> Please, can somebody tell me how I can go about this?
> Any advise and/or references will be more than appreciated.
>
> Many thanks in advance.
> Aggie
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