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st: interaction models in stata

From   "Elizabeth Whiting" <[email protected]>
To   [email protected]
Subject   st: interaction models in stata
Date   Sat, 11 Jun 2005 08:52:38 +0100


I am running a logistic model with lots of 2 and 3 way interactions in it.
In the output STATA produces a list all of the variables which it says have
been dropped due to multicollinearity (which is basically all of them), but
it then goes on to produce the model with parameter estimates for all of
the variables that it says it has dropped. Does anyone know what this
means? Can I interpret the model the same as you normally would?

In addition when you run the same thing in gllamm with a second level
specified it again lists all the variables, which have been dropped due to
multi-collinearity, but in this case it says it can't run the model and it
then stops without producing any estimates. Does anyone know how you get
around this problem? Why will it run in logit regression but not in gllamm?

Thanks for your help


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