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Re: st: collin
From
Charles Koss <[email protected]>
To
[email protected]
Subject
Re: st: collin
Date
Thu, 10 Mar 2011 07:47:53 -0600
Aggie, first of all I would suggest you to do what the reviewer says.
After estimation, if the results do not make sense, then, justify your
estimation decisions in theoretical grounds then comment on VIFs as
the reviewer required. Remember our goal is to unfold the true, not to
tweak it!
Another solution would be to group your dummies, i.e. d1 for y98 y99,
d2 for y00 y01 I bet it may reduce collinearity.
Charles
--
Charles Koss
On Thu, Mar 10, 2011 at 7:30 AM, Aggie Chidlow
<[email protected]> wrote:
> Dear Stata users,
>
> I was appreciate some help regarding "collin"
>
> I just got a paper back from a reviewer and he/she wants me to include
> all my year dummies (i.e. y98 y99 y00 y01 y02 y03) in the following
> model: probit y x1 x2 x3 lnx4 x5 y98 y99 y00 y01 y02
>
> Previusly in the model I only included two year dummies (i.e y99 and
> y01) as the others we omitted automatically due to collinearity.
> I mentioned that in the paper, however, he/she says it is
> unsatisfactory and I should include them all and than comment on VIF.
>
> Please, can somebody tell me how I can go about this?
> Any advise and/or references will be more than appreciated.
>
> Many thanks in advance.
> Aggie
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