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From |
"Michael S. Hanson" <mshanson@wesleyan.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: multicollinearity |

Date |
Thu, 20 Nov 2008 00:11:14 -0500 |

Chris: On Nov 19, 2008, at 3:06 PM, Chris Witte wrote: On Nov 19, 2008, at 5:01 PM, Chris Witte wrote: On Nov 19, 2008, at 8:11 PM, Chris Witte wrote:

Is there another way to get the following module (the link isn'tworking for me)?Example . Stata learning module on regression diagnostics:Multicollinearity. . . . . . . . . . . . . . . . . . UCLA AcademicTechnology Services12/03 http://www.ats.ucla.edu/stat/stata/modules/reg/multico.htm

Also, I have read that -anova- and -regress- will drop variablesthat have collinearity problems, but I have never had Stata dropvariables on me. For example:sysuse auto reg price headroom trunk weight length turn displacement gear_ratio

[snip]

and the correlation between weight and length is 0.9460. Whyaren't one of these variables dropped? Does there have to beperfect correlation for dropping variables?

Best, Mike * * 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/

**Follow-Ups**:**Re: st: multicollinearity***From:*Chris Witte <eljefespeaks@yahoo.com>

**References**:**st: esttab question***From:*Chris Witte <eljefespeaks@yahoo.com>

**Re: st: esttab question***From:*Neil Shephard <nshephard@nhs.net>

**st: multicollinearity***From:*Chris Witte <eljefespeaks@yahoo.com>

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