Hey everyone,
i have to analyse panel data for my thesis. I use Stata version 15.1.
I chose the logistic regression model for my empirical analysis as my dependent variable is a binary dummy variable.
Besides the main explanatory variable of interest, I added several other variables, some of them also dummy variables and also one categorical variable.
My current regression command: xtlogit dummy_1 IV_1 IV_2 ..... ibn.id_model .... IVn..., noconstant
dummy_1 is my dependent variable, IV1 my focus independent variable, IVn all other independent variables (including dummies), ibn.id_model is my categorical variable.
Question: how can i check for (multi)collinearity, especially regarding the categorical variable?
I read a few other posts about the -vif- command, which apparently cannot be used in combination with the option - noconstant -. Stata also doesn't let me use the -collin- command as "factor-variable and time-series operators (are) not allowed".
Thanks for your help in advance.
Kind regards,
Christian
Related Posts with multicollinearity check for logistic regression including binary and categorical variables
Estimation of Production function using PRODESTArray Array Array I have estimated my production function using Levinsohn-Petrin and I get insigni…
Admetan - can it be combined?Dear Statalist, I am conducting a meta-analysis using admetan. I am comparing odds ratios for sever…
Forvalues loop using if and preserve / restore, but cannot save filesDear all, First of all, happy new year! I am writing to ask a question about using a loop with `if…
How to execute the "multicat" command?Just learned about the Code: multicat function in the book by Lawrence C. Hamilton which looks ve…
Why do estimation commands sometimes omit variables?Hi guys I am stucked: STATA omitted my variable due to collinearity, but I have no idea why. I ran a…
Subscribe to:
Post Comments (Atom)
0 Response to multicollinearity check for logistic regression including binary and categorical variables
Post a Comment