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Message-ID: <22827727.post@talk.nabble.com>
Date: 2009-04-01T14:26:33Z
From: woodbomb
Subject: CORRECTION: Re: Multicollinearity with brglm?
In-Reply-To: <22814696.post@talk.nabble.com>

I'm running brglm to do binomial loguistic regression.

The perhaps multicollinearity-related feature(s) are: 

(1) the k IVs are all binary categorical, coded as 0 or 1; 
(2) each row of the IVs contains exactly C (< k) 1's; (I think this is the
source of the problem)
(3) there are n * k unique rows, where n is as much as 10; 
(4) when brglm is run, at least 1 IV is reported as involving a singularity
and this occurs for nearly every choice of k, n.

How should I go about computing estimates for the offending IVs? I'm
interested primarily in the reliability of the parameter estimates.


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