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From |
Phil1899@gmx.de |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: re: st: STATA drops squared terms from the model |

Date |
Tue, 14 Jul 2009 09:38:24 +0200 |

Hi Dave, thanks for the hint. Now the terms remain in the regression. But I am sill unsure about the interpretation. How does that change when the polynomial terms are centred? Best Phil -------- Original-Nachricht -------- > Datum: Mon, 13 Jul 2009 12:53:57 -0500 > Von: David Airey <david.airey@Vanderbilt.Edu> > An: Statalist <statalist@hsphsun2.harvard.edu> > Betreff: re: st: STATA drops squared terms from the model > . > > Does centering before making the polynomial terms help? > > -Dave > > > > Dear Statalist, I estimate a log-log model with interaction term of > > the following form: lnY = b0 + b1lnX + b2lnZ + b3lnX*lnZ + e I want > > to test whether X and Z have a nonlinear effect on Y. Therefore, I > > add squared terms of X and Z to the model. When I estimate this > > model STATA drops X and Z from the model due to multicollinearity. > > The correlation coefficients between the unsquared and squared terms > > are very high (> 0,96). I have some problems interpreting this > > result. Does this mean that there is no non-linear effect? Best > > regards Phil > > > * > * 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/ -- GRATIS für alle GMX-Mitglieder: Die maxdome Movie-FLAT! Jetzt freischalten unter http://portal.gmx.net/de/go/maxdome01 * * 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/

**References**:**re: st: STATA drops squared terms from the model***From:*David Airey <david.airey@Vanderbilt.Edu>

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