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Re: st: MULTICOLLINEARITY


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: MULTICOLLINEARITY
Date   Thu, 21 Jun 2007 15:45:30 +0100 (BST)

--- Ojakaa David <[email protected]> wrote:
> I have a problem of collinearity in my data. One of my binary
> variables (Nairobi) in a set of four regional variables (Nairobi,
> Other urban, Central rural, Other rural) is dropped. Thus, when I
> run: 
> 
> xi: mlogit cuse i.age1525 i.age2630 i.age3135 . . . . . i.Nrb i.Oturb
> i.Centrur i.Othrur [pweight=wv005], cl(v001) basecat(3)        
> 
> outreg using test.doc, coefastr 
> 
> I get the response: 
> 
> (sum of wgt is   1.8791e+03)
> 
> note: _INrb_1 dropped due to  collinearity. 
> 
> But I do not want this variable to be dropped; instead I exclude the
> variable for other rural areas from the final regression. My
> reasoning is that other rural areas would in any case be negatively
> associated with my outcome variable (which I confirmed).  

see:
http://www.ats.ucla.edu/stat/stata/webbooks/reg/chapter3/statareg3.htm

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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