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st: collinearity in categorical variables
From
"Mitchell F. Berman" <[email protected]>
To
Stata List Server <[email protected]>
Subject
st: collinearity in categorical variables
Date
Thu, 25 Apr 2013 16:48:56 -0400
Jay--
Thank you. Yes, I was referring to right side variables. collin (an
add-on .ado) calculates the VIFs as you suggested.
But chatter on the internet and perusing other statistical packages
suggests there is something theoretically wrong about this. (Beyond me).
But given your opinion, I may try it.
Mitchell
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