st: RE: glm and collinearity

["Di Stefano, Paola" <paola.di.stefano@medtronic.com>]

Dear Joan,

Did you check if one variables is linear combination of another?
It could happen when a variable is created using the others.....

Paola

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Joan Holand
Sent: marted� 23 gennaio 2007 6.53
To: statalist@hsphsun2.harvard.edu
Subject: st: glm and collinearity

Dear statalist,

I'm running a loglinear model using the -glm- command (Stata 9SE, Windows XP):

glm depvar a*b*c*d, fam(pois)

I'm specifying 4-way-interactions but unfortunately some of the coefficients are beeing dropped because of the collinearity. I'm sure that I did not use the same variables twice.

Assuming that my model is ok. :-) , what could be other possible reasons for dropping coefficients?

Thank you very much for any comments!
Joan
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