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Re: st: collin


From   Aggie Chidlow <[email protected]>
To   [email protected]
Subject   Re: st: collin
Date   Sat, 12 Mar 2011 17:10:16 +0000

Here it is, I hope.

    Variable |   Obs        Mean    Std. Dev.       Min        Max
-------------+----------------------------------------------------------------------
        y98 |      2252     .205595    .4042255          0          1
        y99 |      2252    .2193606    .4139053          0          1
        y00 |      2252    .1887211    .3913738          0          1
        y01 |      2252    .1802842    .3845094          0          1
        y02 |      2252    .1669627    .3730254          0          1
-------------+-----------------------------------------------------------------------
        y03 |      2252    .0390764    .1938197          0          1

I think I can see the problem one, but I will wait for your response
to see if it matches yours.

On Sat, Mar 12, 2011 at 4:50 PM, DE SOUZA Eric
<[email protected]> wrote:
> If you had variables with the names y98 y99 y00 y01 y02 in your dataset, then -summarize y*- should produce one row under
>   Variable |     Obs      Mean       Std. Dev.     Min        Max
> for each of the variables:
> y98
> y99
> y00
> y01
> y02
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Aggie Chidlow
> Sent: 12 March 2011 17:41
> To: [email protected]
> Subject: Re: st: collin
>
>   Variable |     Obs      Mean       Std. Dev.     Min        Max
> -------------+----------------------------------------------------------
> -------------+------------
>      y_hat |      2251    .3609488    .1824771   4.26e-06    1
>
> This is the sum for y* (where y y98 y99 y00 y01 y02)
>
>    Variable |    Obs        Mean    Std. Dev.       Min        Max
> -------------+--------------------------------------------------------
>      y_hat2|      2252   .3601243  .0537524  .102273  .3930885
>
>
> On Sat, Mar 12, 2011 at 4:16 PM, Nick Cox <[email protected]> wrote:
>> Your variables
>>
>> y y98 y99 y00 y01 y02
>>
>> should all be included in y*. Please show those too.
>>
>> Nick
>>
>> On Sat, Mar 12, 2011 at 4:10 PM, Aggie Chidlow
>> <[email protected]> wrote:
>>
>>> Here are the results for sum y*
>>>
>>>  Variable |      Obs      Mean    Std. Dev.     Min      Max
>>> -------------+-------------------------------------------------------
>>> -------------+------------
>>>     y_hat |      2251   .3609488   .1824771   4.26e-06     1
>>
>>  On Sat, Mar 12, 2011 at 3:52 PM, DE SOUZA Eric
>> <[email protected]> wrote:
>>
>>>> This is exactly what I thought you had, not just collinearity but perfect collinearity.
>>>> The question is: why are you getting perfectly collinearity?
>>>> Your y's appear to be constants.
>>>> Could you produce the results of  -summarize y*- ?
>>
>> Aggie Chidlow
>>
>>>> Thank you for your advice... will definetly look this reference up.
>>>>
>>>> When I run my model with all dummies as the reviewer wants me to:
>>>>
>>>> probit  y x1 x2 x3 lnx4  x5 y98 y99 y00 y01 y02
>>>>
>>>> where:
>>>> y98=463
>>>> y99=494
>>>> y00=425
>>>> y01=406
>>>> y02=376
>>>> y03=88 -not included in the model due to dummies trap
>>>>
>>>> I get the regression results that say the follwing:
>>>> note: y00 omitted because of collinearity
>>>> note: y01 omitted because of collinearity
>>>> note: y02 omitted because of collinearity
>>>>
>>>> The coefficients for y00 y01 and y02 are not reported in the model and there is a note which says y00 (omitted); y01 (omitted) and y02 (omitted).
>>>>
>>>> By the way the collin for year dummies is as follow:
>>>>  Collinearity Diagnostics
>>>>
>>>>                        SQRT                   R-
>>>>  Variable      VIF     VIF    Tolerance    Squared
>>>> ----------------------------------------------------
>>>>      y98 -3.37e+13       .   -0.0000      1.0000
>>>>      y99 -3.53e+13       .   -0.0000      1.0000
>>>>      y00 -3.16e+13       .   -0.0000      1.0000
>>>>      y01 -3.05e+13       .   -0.0000      1.0000
>>>>      y02 -2.87e+13       .   -0.0000      1.0000
>>>>      y03 -7.74e+12       .   -0.0000      1.0000
>>>> ----------------------------------------------------
>>>>  Mean VIF -2.79e+13
>>>>
>>>>                           Cond
>>>>        Eigenval          Index
>>>> ---------------------------------
>>>>    1     2.0000          1.0000
>>>>    2     1.0000          1.4142
>>>>    3     1.0000          1.4142
>>>>    4     1.0000          1.4142
>>>>    5     1.0000          1.4142
>>>>    6     1.0000          1.4142
>>>>    7     0.0000               .
>>>> ---------------------------------
>>>>  Condition Number              .
>>>>  Eigenvalues & Cond Index computed from scaled raw sscp (w/
>>>> intercept) Det(correlation matrix)   -0.0000
>>>>
>>>>
>>>> On Sat, Mar 12, 2011 at 11:16 AM, DE SOUZA Eric <[email protected]> wrote:
>>>>> I haven't been following this thread till now.
>>>>> Jeffrey Wooldridge in his introductory textbook (page 99, international edition) does not encourage use of the VIF . The variance of a coefficient depends on three factors: the standard error of the regression, the total sample variation in the variable attached to the coefficient and the partial R2 . Concentrating on the partial R2 has no justification, even less so the rule of 10.
>>>>>
>>>>> However, in this case, the referee will probably have to be satisfied in some way or the other.
>>>>>
>>>>> Aggie, when you say that the dummies were dropped on account of collinearity, what exactly do you mean?
>>>>>> From: Aggie Chidlow <[email protected]> I was
>>>>>> appreciate some help regarding "collin"
>>>>>>
>>>>>> I just got a paper back from a reviewer and he/she wants me to
>>>>>> include all my year dummies (i.e. y98 y99 y00 y01 y02 y03) in the
>>>>>> following
>>>>>> model: probit  y x1 x2 x3 lnx4  x5 y98 y99 y00 y01 y02
>>>>>>
>>>>>> Previusly in the model I only included two year dummies (i.e y99
>>>>>> and
>>>>>> y01) as the others we omitted automatically due to collinearity.
>>>>>> I mentioned that in the paper, however, he/she says it is
>>>>>> unsatisfactory and I should include them all and than comment on VIF.
>>>>>>
>>>>>> Please, can somebody tell me how I can go about this?
>>
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