On 9/6/07, Andy Fugard <[EMAIL PROTECTED]> wrote: > > T. Florian Jaeger wrote: > > > > On 9/3/07, *Andy Fugard* <[EMAIL PROTECTED] <mailto:[EMAIL PROTECTED]>> > > wrote: > > > > [...] Faraway (2006, p. 13) mentions in passing > > that "We would normally avoid using the t-tests for the levels of > > qualitative predictors with more than two levels." His example is > for > > Gaussian multiple regression; perhaps that's important? > > > > that is because the levels of a qualitative predictor are often > > collinear. collinearity is bad for tests that use the standard error > > estimate of the coefficient. so, those issues should go away after you > > center your predictors and go through other measures to remove/reduce > > collinearity in your model. > > Aha! Is there a standard reference for this?
Agresti 2002 Categorical Data Analysis discusses Wald statistics, and I think he also discusses collinearity. But let me be clear that I haven't read that the reason for unreliability of Wald Statistics is exclusively collinearity. I just meant to say that since the Wald Statistics is based on the standard error of the coefficient it is going to be vulnerable to collinearity. Florian Many thanks, > > Andy > > -- > Andy Fugard, Postgraduate Research Student > Psychology (Room F15), The University of Edinburgh, > 7 George Square, Edinburgh EH8 9JZ, UK > Mobile: +44 (0)78 123 87190 http://www.possibly.me.uk > _______________________________________________ > R-lang mailing list > R-lang@ling.ucsd.edu > https://ling.ucsd.edu/mailman/listinfo.cgi/r-lang >
_______________________________________________ R-lang mailing list R-lang@ling.ucsd.edu https://ling.ucsd.edu/mailman/listinfo.cgi/r-lang
