Re: st: Multicollinearity in a simple Poisson model

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 10:01 AM 9/25/2005, ALICE DOBSON wrote:
> Hi Statalisters,
> I am running a simple Poisson model with a set of highly correlated 
> independent variables. It is not acceptable if I were to run an OLS 
> (VIF >>> 10) but is it also not acceptable for a Poisson regression?
> Best,
> Alice
I am not sure why it is "not acceptable" in OLS.  How problematic 
multicollinearity is will depend on things like the sample size.  If 
multicollinearity is considered problematic for OLS, my guess is that 
it would also be considered problematic for other types of 
regression, such as Poisson.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX:    (574)288-4373
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW (personal):    http://www.nd.edu/~rwilliam
WWW (department):    http://www.nd.edu/~soc 
*
*   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/