On 5 Feb 2002 08:28:05 -0800, [EMAIL PROTECTED] (Wuzzy) wrote:

> Is it possible that multicollinearity can force a correlation that
> does not exist?
> 
> I have a very large sample of n=5,000
> and have found that
> 
> disease= exposure + exposure + exposure + exposure R^2=0.45
> 
> where all 4 exposures are the exact same exposure in different units 
> like ug/dL or mg/dL or molar units.

Now, see, that is totally, thoroughly ignorant.

You made a model with the "exact same exposure in different units",
which is something that no one would do, who had understood 
even one single semester of  intro-to-statistics.

> 
> Nonetheless when I do a simple correlation (pearson) I found that the
> exposure in ug/dL did not affect the disease.
> 

I find it extremely likely that you do not know how to read
the computer printout and then tell us what you have read.

> This seems hard to believe as my sample is relatively large..
> I don't believe the 0.45 R^2 is possible but was shocked by it.  I'll
> try to rerun it in other, more realistic models.

My advice is:  Please ask for local help from someone 
who can lead you through analyses, step by step.

If you insist on asking like this, I suggest that you 
cut-and-paste some computer output;  or e-mail
the full dataset to your eventual e-mail  helper.

-- 
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html


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