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st: collinearity in categorical variables
From
"Mitchell F. Berman" <[email protected]>
To
Stata List Server <[email protected]>
Subject
st: collinearity in categorical variables
Date
Thu, 25 Apr 2013 14:17:09 -0400
Stata Users:
We are working on a logistic regression model with both continuous and
categorical independent variables.
I'm familiar with collin to generate VIF and condition index. But my
impression and information on the internet suggests that collin is not
appropriate for categorical variables.
What would people use to evaluate collinearity (probably not the correct
term in this case) for categorical variables.
Some people have referenced a Stata module called perturb by John
Hendrickx. But I don't know that this has been vetted by the Stata
community or statistical community in general. And I've not been able
to locate a functioning download site for perturb.
Thanks in advance.
Mitchell
PS-- sorry for my erroneous initial posting.
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