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Re: st: RE: Multicollinearity in cox models


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: Multicollinearity in cox models
Date   Tue, 08 Sep 2009 11:14:45 -0500

At 09:59 AM 9/8/2009, Edgar Munoz wrote:
You can use the vif command after running a regression. "Because the concern
is with the relationship among the independent variables, the functional
form of the model for the dependent variable is irrelevant to the estimation
of collinearity." (Menard 2002, p. 76).

Menard, 2002. Applied logistic regression analysis, 2nd Ed.

You can also use commands like -collin- (find it with -findit-) and the -estat vce- post-estimation command.


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Richard Williams, Notre Dame Dept of Sociology
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