[R] CORRECTION: Re: Multicollinearity with brglm?

[Ioannis Kosmidis]

Could you please include some code that demonstrates your problem?

Best wishes,

Ioannis

On Wednesday 01 April 2009 15:26:33 woodbomb wrote:
> 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.