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RE: st: Multicollinearity in a simple Poisson model


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Multicollinearity in a simple Poisson model
Date   Sun, 25 Sep 2005 16:42:19 +0100

Questions like this crop up quite frequently, 
so search the archives. 

A good simple starting-point is to consider that 
multicollinearity is a collective property 
of the covariates. How the response variable 
is measured is at most a secondary issue. 
(Translate to locally favored terminology.) 

Nick 
n.j.cox@durham.ac.uk 

Richard Williams
 
> 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.

 
ALICE DOBSON 

>> 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?

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