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


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
> >
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