Re: st: RE: Collinearity

[Steven Samuels <sjhsamuels@earthlink.net>]

Regress x on the other covariates and you may detect which ones are  
collinear.  More than one may be implicated, especially if you have  
one too many dummy variables, as Martin suggested.

-Steve
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ismail  
> Ait Saadi
>
> I am running a Logit model with 12 variables, the results says that  
> variable
> x was dropped because of collinearity. is there any command that  
> can help
> identify the other variable with wich x is correlated, the reason I am
> asking for this is that x is an important variable and I prefer to  
> drop
> another variable and keep x. I remember doing this long time ago but I
> forgot the command.

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