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Re: st: AW: Interacting dummies and multicollinearity issue


From   "Özlen D. Luznar" <ozlend1@umbc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: Interacting dummies and multicollinearity issue
Date   Wed, 23 Jun 2010 07:58:09 -0400 (EDT)

thanks!
>
> <>
>
> You should check
>
> *************
> help fvvarlist
> *************
>
> Redundancies are tossed out automatically during estimation.
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Özlen D.
> Luznar
> Gesendet: Mittwoch, 23. Juni 2010 13:51
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: Interacting dummies and multicollinearity issue
>
> Hi everyone,
>
> I am using a recursive biprobit model.  I have 2 separate categorical
> variables.
>
> variable d - has 3 values - dummied out to d1 d2 d3
> variable e has 4 values dummied out to e1 e2 e3 e4
>
> In addition to include d1 d2 e1 e2 e3 in my model I want to include
> interaction terms between d dummies and e dummies:
>
> 12 possible variables interaction between d dummies and e dummies.  Among
> these 12 I know that at least 3 dummies have only one value and that is 0,
> in other words d2*e2 == 0 for everyone, d3*e1 == 0 for everyone and
> d2*e1==0 for everyone.
>
> I am confused as to which of these 12 I can/should include in the model so
> as to avoide multicollinearity.
>
> This may be a basic question but I appreciate any help you may give me.
>
> Thanks!
>
> Ozlen
>
>
>
> --
> Özlen D. Luznar
>
> PhD Candidate - Public Policy
> Graduate Research Assistant
> University of Maryland Baltimore County (UMBC)
> 1000 Hilltop Circle
> Baltimore, MD 21250
>
> 443-846-5010
>
>
>
>
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>


-- 
Özlen D. Luznar

PhD Candidate - Public Policy
Graduate Research Assistant
University of Maryland Baltimore County (UMBC)
1000 Hilltop Circle
Baltimore, MD 21250

443-846-5010

*
*   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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