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st: glm and collinearity


From   "Joel J. Adamson" <[email protected]>
To   [email protected]
Subject   st: glm and collinearity
Date   Tue, 23 Jan 2007 09:56:09 -0500

Usually when this happens to me, it's because I have all missing or
all one value (i.e., 0 or 1) in one or two variables.  This leads to
tabulating each variable, and tabulating two-way for each two-way
combination.

Joel

Joan Holand writes:
 > Dear statalist,
 > 
 > I'm running a loglinear model using the -glm- command (Stata 9SE,
 > Windows XP):
 > 
 > glm depvar a*b*c*d, fam(pois)
 > 
 > I'm specifying 4-way-interactions but unfortunately some of the
 > coefficients are beeing dropped because of the collinearity. I'm sure
 > that I did not use the same variables twice.
 > 
 > Assuming that my model is ok. :-) , what could be other possible reasons
 > for dropping coefficients?
 > 
 > Thank you very much for any comments!
 > Joan
 > *
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 > *   http://www.ats.ucla.edu/stat/stata/

-- 
Joel J. Adamson
Biostatistician
Pediatric Psychopharmacology Research Unit
Massachusetts General Hospital
Boston, MA  02114
(617) 643-1432
(303) 880-3109




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