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From |
Steven Samuels <sjhsamuels@earthlink.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Detecting collinearity during regression analysis |

Date |
Tue, 10 Feb 2009 16:53:53 -0500 |

Dear Anon:

Regards, -Steve

On Feb 10, 2009, at 2:28 PM, Anon Mouse wrote:

Hello and thank you in advance, I have a question about detecting collinearity. First, see my example: ***BEGIN*** sysuse auto, clear xi: qreg mpg foreign i.make, nolog ***END***Note in this example that I used quantile regression to determineeffects of foreign and make on MPG.I used xi command to create dummy categorical variables for make(note that this creates quite a large number of variables for make,as make is a continuous variable, but I did this for example).Note that the coefficients are very small (e.g. e^-15), approachingzero.In this example, does this indicate collinearity? And why?The reason I used such a granular dummy categorization for make isto highlight my example. In my real data, I have age and wage.When I use categories such as age/10 or wage/10000, this gives me"collinearity" (i.e. very small coefficients). When I collapsethese age or wage categories to smaller categories (i.e. age orwage as binomial variables, greater than or less than a certainvalue), I correct this problem of "collinearity".Am I correct in my assumptions? Thank you. _________________________________________________________________ Windows Live Messenger. Multitasking at its finest. http://www.microsoft.com/windows/windowslive/products/messenger.aspx * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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**References**:**st: Detecting collinearity during regression analysis***From:*Anon Mouse <anon556656@live.ca>

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