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Re: st: Multicollinearity in a simple Poisson model


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Multicollinearity in a simple Poisson model
Date   Sun, 25 Sep 2005 10:21:33 -0500

At 10:01 AM 9/25/2005, ALICE DOBSON wrote:
Hi Statalisters,
I am running a simple Poisson model with a set of highly correlated independent variables. It is not acceptable if I were to run an OLS (VIF >>> 10) but is it also not acceptable for a Poisson regression?
Best,
Alice
I am not sure why it is "not acceptable" in OLS. How problematic multicollinearity is will depend on things like the sample size. If multicollinearity is considered problematic for OLS, my guess is that it would also be considered problematic for other types of regression, such as Poisson.


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