Re: [R] interpretation of p values for highly correlated logistic analysis

2010-04-01 Thread Claus O'Rourke
Thank you both for your advice. I'll follow up on it, but it is good to know that this is a known effect. Claus On Wed, Mar 31, 2010 at 3:02 PM, Stephan Kolassa stephan.kola...@gmx.de wrote: Hi Claus, welcome to the wonderful world of collinearity (or multicollinearity, as some call it)! You

[R] interpretation of p values for highly correlated logistic analysis

2010-03-31 Thread claus orourke
Dear list, I want to perform a logistic regression analysis with multiple categorical predictors (i.e., a logit) on some data where there is a very definite relationship between one predicator and the response/independent variable. The problem I have is that in such a case the p value goes very

Re: [R] interpretation of p values for highly correlated logistic analysis

2010-03-31 Thread Stephan Kolassa
Hi Claus, welcome to the wonderful world of collinearity (or multicollinearity, as some call it)! You have a near linear relationship between some of your predictors, which can (and in your case does) lead to extreme parameter estimates, which in some cases almost cancel out (a coefficient of