Re: st: gologit2

[Maarten Buis <maartenlbuis@gmail.com>]

On Wed, Aug 28, 2013 at 3:51 PM, lan zhang wrote:
> i want to conduct a gologit2 model, however, the correlations between my independent variables are very high, almost 0.9. Is it still possible for me to use the gologit2 model?

If the correlation is that high you first need to ask why that might be.

For example, it could be these variables are just different ways of
measuring the same thing. In that case you should not add them all to
the model. Say, we think that occupation and education are different
ways of estimating socioeconomic status. If we add both to our model,
we would get effects of one approximation of status while adjusting
for another approximation of that same status. That would not make any
sense. However, this is only true if we think that these are both
measuring the same concept. If we think that there are different
dimensions of socioeconomic status, say an economic dimension captured
by occupation and a cultural dimension captured by education, adding
both to your model would again be perfectly fine and actually
desirable. So the real question remains: why is that correlation so
high?

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
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