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Re: st: Multicollinearity in a simple Poisson model


From   "ALICE DOBSON" <alice_dobson@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multicollinearity in a simple Poisson model
Date   Mon, 26 Sep 2005 05:44:34 -0400

Because multicollinearity may influence the least squares estimates. This is one of the basic assumptions in OLS. However, I have not come across such an assumption for Poisson regression [which assumes a Poisson distribution]. This may be due to my limited exposure to statistics literature.





From: Richard Williams <Richard.A.Williams.5@ND.edu>
Reply-To: statalist@hsphsun2.harvard.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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Richard Williams, Notre Dame Dept of Sociology
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