Dear Scott,
Thanks very much for replying.
I'm sorry, I must not have explained myself very clearly in my original
posting.
I did mention, though that if I were using a cross-sectional dataset I
would probably use -collin- but as I am not I can't. The dataset is a
panel set with 6 panels and I am using xtprobit (but could consider
xtlogit)
I suppose I am trying to evaluate the situation relating to
multicollinearity with time series cross-sectional analysis.
Any help or advice from will be very gratefully received.
John
> One possibility would to be to use -collin-
>
> I would also suggest you take a look at the thread started by Matt Barreto
> on
> December 10th, 2003 ("multicollinearity test for probit?"), and the
> replies by
> Richard Williams, Nick Cox, Joao Pedro W. de Azevedo, and John Hendrickx.
>
> Scott
>
> ----- Original Message -----
> From: "john emmet" <[email protected]>
> To: <[email protected]>
> Sent: Monday, January 12, 2004 10:04 AM
> Subject: st: collinearity and xtprobit, xtlogit
>
>
>> Hi
>>
>> I am new to panel data analysis, and I don't seem to be able to forget
>> my
>> experience when using cross-sectional analysis in terms of avoiding
>> multicollinearity amongst explanatory variables. All the analysis is
>> using binary dependent variables.
>>
>> If I were doing logit I would probably use the collin command and
>> examine
>> the VIF, tolerance, etc.
>>
>> If I look at the correlation coefficients for the panel dataset (6
>> panels)
>> they are very high for some explanatory variables, but then. But there
>> is obviously some collinearity between the RHS variables because when I
>> put one variable in particular in the model, it affects the prob values,
>> SEs and coefficients.
>>
>> Am I completely missing a point somewhere????
>>
>> Is there a test for using with xt models?
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/support/faqs/res/findit.html
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
