Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: control for spurious correlation / multicollinearity


From   Luiz Lehmann <luiz.lehmann@gmx.net>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: control for spurious correlation / multicollinearity
Date   Fri, 22 Feb 2013 20:02:21 +0100

Dear Statalisters,

For my thesis i’m using a panel-dataset.

I’d like estimate the effect of x1 ond y with -xtreg-. Since x2 is highly correlated with y and x1 the measured effect by excluding x2 would be spurious correlation. I tried to correct multicollinearity by differencing. But afterwards the linearity is not given anymore.

Is there any possibility to estimate the model by extracting the effect of x2?

Regards,

Luiz 
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index