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Re: st: What is the effect of centering on marginal effects?

From   Richard Williams <>
Subject   Re: st: What is the effect of centering on marginal effects?
Date   Wed, 01 Aug 2012 15:16:25 -0500

At 12:50 PM 8/1/2012, David Hoaglin wrote:
Dear Alessandro,

Some of your statements are puzzling.

Centering predictor variables can have a substantial effect on
collinearity.  Belsley, Kuh, and Welsch (1980) discuss this and other
aspects of (multi)collinearity; see, for example, Section 3.4.

I am not sure why that is much of a concern though. Sure, if one variable is computed from another, there will tend to be collinearity, e.g. X will usually be correlated with X^2; femaleXses will tend to be correlated with female and ses. Further, centering continuous vars will tend to reduce collinearity. But, so what? Unless the software is having trouble converging to a solution, the collineairity doesn't really matter. Centering may make the results easier to interpret, but collinearity in and of itself in these situations usually doesn't create much grief.

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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