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Antwort: Re: st: Multicollinearity in panel data


From   Justina Fischer <JFischer@diw.de>
To   statalist@hsphsun2.harvard.edu
Subject   Antwort: Re: st: Multicollinearity in panel data
Date   Wed, 9 Feb 2011 17:09:32 +0100

one question to the specialists, possibly Maarten:
would an alternative way of dealing with a high correlation between x and x*x and the loss in precision be to conduct tests of joint significance (for both coefficients) ?

Justina



-----owner-statalist@hsphsun2.harvard.edu schrieb: -----

An: statalist@hsphsun2.harvard.edu
Von: Maarten buis <maartenbuis@yahoo.co.uk>
Gesendet von: owner-statalist@hsphsun2.harvard.edu
Datum: 09.02.2011 12:52PM
Thema: Re: st: Multicollinearity in panel data

--- On Wed, 9/2/11, Maarten buis wrote:
> This non-linearity is maximized (i.e. the absolute
> correlation is minimized) when the minimum of that
> curve is set at the mean.

I spoke from memory, but playing with the example I
just sent it appears that it is not quite the mean
but a number close to it. Anyone remember the exact
relationship?

-- Maarten


--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------




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