Re: st: Multicollinearity in a simple Poisson model

["ALICE DOBSON" <alice_dobson@hotmail.com>]

Because multicollinearity may influence the least squares estimates. This is 
one of the basic assumptions in OLS. However, I have not come across such an 
assumption for Poisson regression [which assumes a Poisson distribution]. 
This may be due to my limited exposure to statistics literature.





> From: Richard Williams <Richard.A.Williams.5@ND.edu>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
> Subject: Re: st: Multicollinearity in a simple Poisson model Date: Sun, 25 
> Sep 2005 10:21:33 -0500
>
> 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
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>
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