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Re: st: RE: Logistic regression with correlated predictors


From   Peter Lewycky <plewycky@ica.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Logistic regression with correlated predictors
Date   Sun, 27 Nov 2005 09:46:14 -0500

Where the predictors variables have a significant intervariable correlation (say, >0.5). Ridge regression is available for a continuously distributed dependent variable but what about a dichotomous dependent variable? SAS' PROC NLMIXED might be able to do it, but I wondered if there's anything in STATA.

Thanks,

Peter Lewycky


Carter Rees wrote:


What do you mean "correlated variables"?
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Peter Lewycky
Sent: Sunday, November 27, 2005 9:07 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Logistic regression with correlated predictors

Dear Statalist,

Has anyone done logistic regression with correlated variables? Is there code available? I'm using STATA 8.

Many thanks,

Peter Lewycky





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