I aim to test my data for multicollinearity, first using a correlation matrix. However, some of my independents are dummy variables (FORCED and OUTSIDE) and I expect a strong correlation between them (as I am including an interaction variable between the two in the regression model). I performed a Pearson correlation test with the following code and result:
Code:
. pwcorr ΔOROAt1_adjusted ΔOROAt2_adjusted ΔOROAt3_adjusted ΔOROAt4_adjusted ΔOROAt5_adjusted FORCED OUTSIDE SIZE > FISCALYEAR, sig star(.05) obs | ΔOROAt.. ΔOROAt.. ΔOROAt.. ΔOROAt.. ΔOROAt.. FORCED OUTSIDE -------------+--------------------------------------------------------------- ΔOROAt1_ad~d | 1.0000 | | 422 | ΔOROAt2_ad~d | 0.4980* 1.0000 | 0.0000 | 321 331 | ΔOROAt3_ad~d | 0.3534* 0.6523* 1.0000 | 0.0000 0.0000 | 232 229 242 | ΔOROAt4_ad~d | 0.2417* 0.4223* 0.6253* 1.0000 | 0.0011 0.0000 0.0000 | 180 181 185 189 | ΔOROAt5_ad~d | 0.2070* 0.3981* 0.5098* 0.5875* 1.0000 | 0.0196 0.0000 0.0000 0.0000 | 127 127 131 132 133 | FORCED | 0.0598 0.1187* 0.2041* 0.1432* 0.1906* 1.0000 | 0.2204 0.0308 0.0014 0.0493 0.0280 | 422 331 242 189 133 510 | OUTSIDE | -0.0008 0.0497 0.0310 0.0164 0.0068 0.0364 1.0000 | 0.9868 0.3673 0.6313 0.8225 0.9384 0.4126 | 422 331 242 189 133 510 510 | SIZE | 0.0342 0.0177 0.0820 0.0128 0.1408 -0.1443* -0.0028 | 0.4886 0.7502 0.2044 0.8614 0.1074 0.0012 0.9503 | 413 327 241 188 132 500 500 | FISCALYEAR | -0.0472 -0.0879 -0.0237 -0.0935 -0.1436 0.1040* 0.0127 | 0.3334 0.1104 0.7137 0.2007 0.0992 0.0188 0.7755 | 422 331 242 189 133 510 510 | | SIZE FISCAL~R -------------+------------------ SIZE | 1.0000 | | 500 | FISCALYEAR | 0.0309 1.0000 | 0.4905 | 500 510 |
Please advise.
Thanks!
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