Would you please post the 5 * 5 R matrix? 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. > > Nonetheless when I do a simple correlation (pearson) I found that the > exposure in ug/dL did not affect the disease. > > 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. ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================