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Re: st: collin
From
Syed Basher <[email protected]>
To
[email protected]
Subject
Re: st: collin
Date
Thu, 10 Mar 2011 07:14:44 -0800 (PST)
Hi Aggie,
I think diagnostic checking such as VIF comes before estimation, that is we
first check the extent of collinearity among variables using VIF then decide
which variables to include in the estimation. After running VIF, you can do two
sets of estimation: one with all dummies (what the reviewer asked for) and
another with least collinear dummies (as you already did), this way the
difference between two results will show up. As Charles mentioned, it is better
to follow what the reviewer has asked for. If you wanted to know how to
interpret VIF results professionally, let me know.
Syed Basher
Doha, Qatar
----- Original Message ----
From: Aggie Chidlow <[email protected]>
To: [email protected]
Sent: Thu, March 10, 2011 4:30:51 PM
Subject: st: collin
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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