In article <[EMAIL PROTECTED]>,
Wuzzy <[EMAIL PROTECTED]> 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.
Without roundoff error, the computer program should completely
blow up. If the computer-induced error is not too great, the
R^2 from ONE variable should be the same .45, or a correlation
of +- .67 or so. If it is not, you have computer artifact.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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