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Re: st: What is the effect of centering on marginal effects?
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
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
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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