Hello all,

 

Three questions/requests regarding multicollinearity 

 

1)      Can anyone suggest a paper or article that does a good review of the
issues surrounding multicollinearity that would be accessible to
intermediate level students?  I am almost certain I can across a paper
direct towards students a few months ago, but now I cannot find it.

 

2)      After reading Spanos & McGuirk (2002) “The problem of
near-multicollinearity revisited” as well as Winship (1999) “The Perils of
Multicollinearity” I have it in the back of my head that an important
indicator of problematic multicollinearity is a high degree of correlation
between any of the regressors and the residuals.  Is this true?  Can anyone
expand on this relationship as a good indicator of a problem? 

 

3)      Has anyone used Kovacs et al. (2005) proposed Red indicator or the
ICE indicator developed by Corto y Pinto (2007)?  Have they been integrated
into either STATA or R?  How well do they work?

 

Thank you in advance for your help.

 

Anthony

-----------------------------------------------

Anthony A. Pezzola
[log in to unmask]
(02) 354-7823
Profesor de Ciencia Política
Instituto de Ciencia Política
Pontificia Universidad Católica de Chile
Santiago de Chile 

 


**********************************************************
             Political Methodology E-Mail List
   Editors: Melanie Goodrich, <[log in to unmask]>
            Delia Bailey, <[log in to unmask]>
**********************************************************
        Send messages to [log in to unmask]
  To join the list, cancel your subscription, or modify
           your subscription settings visit:

          http://polmeth.wustl.edu/polmeth.php

**********************************************************