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Re: st: collinearity in categorical variables


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: collinearity in categorical variables
Date   Thu, 25 Apr 2013 19:28:16 +0100

See e.g. http://www.stata.com/statalist/archive/2007-06/msg00819.html
and several other discussions on Statalist.

I see no mystery about -perturb-. It is in plain sight on SSC.

. ssc inst perturb

Nick
njcoxstata@gmail.com


On 25 April 2013 19:17, Mitchell F. Berman <mfb1@columbia.edu> wrote:
> Stata Users:
>
> We are working on a logistic regression model with both continuous and
> categorical independent variables.
>
> I'm familiar with collin to generate VIF and condition index.  But my
> impression and information on the internet suggests that collin is not
> appropriate for categorical variables.
>
> What would people use to evaluate collinearity (probably not the correct
> term in this case) for categorical variables.
>
> Some people have referenced a Stata module called perturb by John Hendrickx.
> But I don't know that this has been vetted by the Stata community or
> statistical community in general.  And I've not been able to locate a
> functioning download site for perturb.
>
> Thanks in advance.
>
> Mitchell
>
> PS-- sorry for my erroneous initial posting.
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