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st: Collin Command with and without constant
From
"D. Demetriou" <[email protected]>
To
[email protected]
Subject
st: Collin Command with and without constant
Date
29 Mar 2012 15:49:34 +0100
A big thank to all of you for your comments and guidance!
A last question on multicollinearity:
Using the 'collin' command to check for multicollinearity I get a condition
number of 110 (which could hardly be worst I think)!
When performing the same test but 'collin varlist, corr' (i.e. without a
constant) the condition number drops to 1.87 (which could hardly be
better)!!
What exactly does this mean? And doe sit suggest that I should drom the
constant (intercept) from any subsequent regression.
WITH CONSTANT
Collinearity Diagnostics
SQRT R-
Variable VIF VIF Tolerance Squared
----------------------------------------------------
hownership 5.92 2.43 0.1690 0.8310
incvars 1.79 1.34 0.5592 0.4408
popabove60 2.14 1.46 0.4678 0.5322
ILO 4.43 2.11 0.2257 0.7743
timedummy 1.73 1.32 0.5782 0.4218
----------------------------------------------------
Mean VIF 3.20
Cond
Eigenval Index
---------------------------------
1 5.7571 1.0000
2 0.1306 6.6384
3 0.0588 9.8958
4 0.0479 10.9598
5 0.0051 33.5956
6 0.0005 112.6257
---------------------------------
Condition Number 112.6257
Eigenvalues & Cond Index computed from scaled raw sscp (w/ intercept)
Det(correlation matrix) 0.1037
WITHOUT CONSTANT
Collinearity Diagnostics
SQRT R-
Variable VIF VIF Tolerance Squared
----------------------------------------------------
incvars 1.17 1.08 0.8579 0.1421
popabove60 1.27 1.13 0.7901 0.2099
ILO 1.28 1.13 0.7796 0.2204
timedummy 1.33 1.15 0.7538 0.2462
----------------------------------------------------
Mean VIF 1.26
Cond
Eigenval Index
---------------------------------
1 1.8055 1.0000
2 1.0529 1.3095
3 0.6258 1.6986
4 0.5157 1.8711
---------------------------------
Condition Number 1.8711
Eigenvalues & Cond Index computed from deviation sscp (no intercept)
Det(correlation matrix) 0.6136
Ane help would be appreciated!
Demetrios D
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