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| From | Aggie Chidlow <mojamalarybka@googlemail.com> |
| To | statalist@hsphsun2.harvard.edu |
| 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 <syed.basher@yahoo.com> 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 <mojamalarybka@googlemail.com> > To: statalist@hsphsun2.harvard.edu > 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 <syed.basher@yahoo.com> 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 <mojamalarybka@googlemail.com> >> To: statalist@hsphsun2.harvard.edu >> 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/