I am trying to run 2 categorical interaction terms with a common
variable (agegroup) in a gllamm model (see below), and get the error
message "variables have been dropped, can't continue". I assume this is
due to collinearity because of the common variable - is there anyway to
get around this and still be able to estimate these interactions?
xi: gllamm dv time i.sex i.agegroup*smoke i.agegroup*drink, i(id)
link(logit) family(binom) nrf(2) eqs(inter slope) robust
Thankyou for any advice you can offer
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Sarah Gill
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