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one question to the specialists, possibly Maarten:
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Antwort: Re: st: Multicollinearity in panel data
From
Justina Fischer <[email protected]>
To
[email protected]
Subject
Antwort: Re: st: Multicollinearity in panel data
Date
Wed, 9 Feb 2011 17:09:32 +0100
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
[email protected] schrieb: -----
An: [email protected]
Von: Maarten buis <[email protected]>
Gesendet von: [email protected]
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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