UMD GVPT 722 - Example of Testing for and Dealing with Multicollinearity (2 pages)

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Example of Testing for and Dealing with Multicollinearity



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Example of Testing for and Dealing with Multicollinearity

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Pages:
2
School:
University of Maryland, College Park
Course:
Gvpt 722 - Advanced Quantitative Methods For Political Science

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GVPT 722 Example of Testing for and Dealing with Multicollinearity 2004 NES Data 1 Regression of Bush thermometer rating on party identification ideological identification demographic characteristics and various measures of religious commitment all variables coded to range from 0 to 1 reg bushft partyid ideology educ income south white age sex prayer chattend guidance Source SS df MS Model 547295 938 11 49754 1762 Residual 392882 261 788 498 581549 Total 940178 199 799 1176 69362 Number of obs F 11 788 Prob F R squared Adj R squared Root MSE 800 99 79 0 0000 0 5821 0 5763 22 329 bushft Coef Std Err t P t 95 Conf Interval partyid 61 96001 2 862532 21 65 0 000 56 34092 67 5791 ideology 20 65632 4 271697 4 84 0 000 12 27107 29 04157 educ 11 97068 3 346378 3 58 0 000 18 53955 5 401815 income 4 170574 3 39353 1 23 0 219 2 490855 10 832 south 3 008949 1 755247 1 71 0 087 4365638 6 454461 white 1 686565 2 012675 0 84 0 402 5 637402 2 264273 age 5 853645 3 586434 1 63 0 103 1 18645 12 89374 sex 6461887 1 652344 0 39 0 696 2 597328 3 889706 prayer 3 212253 3 517829 0 91 0 361 3 693172 10 11768 chattend 5 793167 3 118907 1 86 0 064 11 91552 3291821 guidance 6 915486 3 087823 2 24 0 025 8541547 12 97682 cons 10 99297 3 512615 3 13 0 002 4 097785 17 88816 2 Bivariate correlations between religious commitment items corr prayer chattend guidance obs 1182 prayer chattend guidance prayer 1 0000 chattend 0 5649 1 0000 guidance 0 6983 0 5961 1 0000 3 Computing tolerance statistics 1 VIF vif Variable VIF 1 VIF guidance 2 35 0 424676 prayer 2 32 0 431666 chattend 1 84 0 544612 ideology 1 80 0 556172 partyid 1 66 0 601392 income 1 29 0 775281 educ 1 25 0 801983 white 1 22 0 820536 age 1 10 0 910830 sex 1 09 0 913278 south 1 08 0 923959 Mean VIF 1 55 4 Creating an index of religious commitment since all variables now range from 0 to 1 just add them together then divide again by 3 to get back to 0 to 1 gen relcommit chattend guidance prayer 30 missing values generated summ relcommit



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