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Re: st: Correcting Multicollinearity
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: Correcting Multicollinearity
Date
Thu, 29 Mar 2012 12:06:19 -0500
At 06:22 AM 3/29/2012, D. Demetriou wrote:
Thank you for your email.
Your help is greatly appreciated!
Sigma_u =0 is perhaps in this case explained by multicollinearity.
Is there any Stata tool to (partly) account for this
defect(multicollinearity) after this has been indicated by, for
example, vif or collin commands?
Truly yours,
Demetrios D.
There are some ways (at least some times) to deal with
multicollinearity, e.g. you might be able to justify constructing a
scale from the items or placing constraints on their effects. See p. 4 of
http://www.nd.edu/~rwilliam/xsoc63993/l11.pdf
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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