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Re: st: Correlation b/w independent variables in xtlogit


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Correlation b/w independent variables in xtlogit
Date   Thu, 17 May 2007 10:04:18 -0500

At 08:28 AM 5/17/2007, Maarten buis wrote:
Age and age squared will measure something different, so if Stata can
estimate it, the results will make sense. Very high correlation may
cause some numerecial problems. In those cases it is possible to remove
the correlation between these variables using the -orthpoly- command,
see: -help orthpoly-.
Centering is another approach to consider. If you center age (i.e. subtract the mean of age from each case) and then square, centered age and centered age^2 will generally be less highly correlated than age and age^2. Things like this (along with rescaling vars) may help with numerical problems. The bigger advantage may be with regards to interpretation. Instead of 0 standing for a newborn infant, 0 on centered age stands for an average-aged person.


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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: Richard.A.Williams.5@ND.Edu
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