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st: collinearity in hotelling


From   Jim.Seward@sunhealth.org
To   statalist@hsphsun2.harvard.edu
Subject   st: collinearity in hotelling
Date   Fri, 28 May 2004 07:56:42 -0700



All,

I used hotelling to compare some before and after data from patients who
underwent a surgical procedure.  First I made a difference score for each
measure, and then tested whether the vector of mean difference scores was
equal to a vector of zeros.

The Hotelling T-squared procedure dropped 18 of the 28 variables "due to
collininearity."  I don't know how to interpret collininearity in this
context.

Any information is appreciated.

Thanks,
JIm Seward

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