Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: collin


From   Aggie Chidlow <[email protected]>
To   [email protected]
Subject   Re: st: collin
Date   Sat, 12 Mar 2011 15:30:56 +0000

Thank you Syed.
I will have a look at you paper.

On Sat, Mar 12, 2011 at 10:56 AM, Syed Basher <[email protected]> wrote:
> Dear Aggie,
>
> I recently used VIF in one of my papers. You can find the discussion here:
> http://ideas.repec.org/p/pra/mprapa/27348.html
> -- See p. 14 (footnote 23) and p. 22
>
> A general rule of thumb in economics is a VIF>10 indicates harmful collinearity.
> Hope you find this useful.
>
> Syed Basher
> Doha, Qatar.
>
>
>
>
> ----- Original Message ----
> From: Aggie Chidlow <[email protected]>
> To: [email protected]
> Sent: Sat, March 12, 2011 1:36:26 AM
> Subject: Re: st: collin
>
> Dear Charls and Syed,
> Thank you very much for your comments and suggestions.
>
> I would be thankful very much for your help Syed regarding how to
> interpret VIF professionaly. Any advice/references would be very much
> appreciated.
>
> Many thanks,Aggie
>
> On Thu, Mar 10, 2011 at 3:14 PM, Syed Basher <[email protected]> wrote:
>> 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
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>>
>>
>>
>>
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>>
>
> *
> *   For searches and help try:
> *  http://www.stata.com/help.cgi?search
> *  http://www.stata.com/support/statalist/faq
> *  http://www.ats.ucla.edu/stat/stata/
>
>
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index