Hello
I have seen many posts (questions and responses) related to multicollinearity, VIF and interaction. After reading all these threads, I still do not get my answer.
Background: I'm currently using a large survey data set in which I tried to test multicollinearity between two independent variables (both are dummies). My outcome/dependent variable is a dummy variable.
My questions are
(Q1) Can I use Vif for this situation? I saw many posts here and in publications that Vif is used, but most of them are used for the continuous outcome/dependent variables.
I am also aware that the interaction term can also be used to check for collinearity. But, mostly I've seen using "regress" but again, their outcome variables are continuous variables.
(Q2) Currently, I used interaction terms to see if there is any interaction between them.
So, here is my code for interaction. Is the code below correct for checking interaction (outcome var= dummy variable; two independent var checking for collinearity are also dummy variables?
. svy, subpop (if COUTYP4==3): logistic illyr i.new_amdeyr##i. anysuideation2, or
Below is the output.
-----------------------------------------------------------------------------------------
illyr | Odds ratio std. err. t P>|t| [95% conf. interval]
--------------------------+----------------------------------------------------------------
new_amdeyr |
Yes | 2.368648 .1665209 12.27 0.000 2.056722 2.727881
1.anysuideation2 | 4.202448 .3737046 16.14 0.000 3.515055 5.024265
new_amdeyr#anysuideation2 |
Yes#1 | .5716726 .0724573 -4.41 0.000 .4431859 .7374096
|
_cons | .155493 .0033261 -87.01 0.000 .1489538 .1623192
-------------------------------------------------------------------------------------------
(Q2.1) If it is not correct, can anyone suggest the correct code?
(Q3) if it is correct, can the code be used for or checking interaction (outcome var= categorical variable; independent variables checking for collinearity are also dummy variables, categorical and independent var?
Thank you so much.
Related Posts with Multicollinearity, VIF and interaction
Error in finding host for ssc package downloadHi all, I'm currently working on my thesis with the Abadie-Imbens estimator and have been using Sta…
How to deal with circular causalityThis is a statistics question rather than a Stata question. But I figured I'd ask anyway, since the …
Choosing reference/base periods in panel data and normalizing the corresponding coefficient to zeroHi I am looking to do two things with a panel dataset (c350 firms and annual data from 2008 to 2016…
Regression with change relative to base yearHello! I am sorry if this topic came up before, I tried searching for answers but without luck. I ha…
Installing saeCan someone help with the instalation of sae. When I use the usual .SSC install...' I get the follow…
Subscribe to:
Post Comments (Atom)
0 Response to Multicollinearity, VIF and interaction
Post a Comment