Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: collinearity diagnostics and competing condition numbers


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: collinearity diagnostics and competing condition numbers
Date   Mon, 10 Jul 2006 22:09:15 -0500

At 08:44 PM 7/10/2006, Tomislav Kovandzic wrote:
Dear List,

I'm trying to identify collinearity problems with the user-written
program (COLLDIAG) which computes Belsley et al.'s collinearity
diagnostics.  I was hoping someone could clarify something in the
colldiag help file for diagnosing potential dependencies in the data.
The help file states:
I can't answer your specific question. However, I would suggest using -collin- and/or -coldiag2- instead. I know that when i was trying to replicate results from elsewhere, I had better luck with those programs than I did with -coldiag-. I believe there was an error in the formulas for -coldiag- that John Hendrickx fixed in -coldiag2-.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index