Re: [amelia] collinearity and convergence

I don't know the details of what SAS/MI does, but collinear variables don't help predict much and will slow down convergence. You might as well create an index from the collinear variables. Unless you're mainly interested in the conditional effects of one given the other (in which case your data won't have much info about it anyway), you won't lose much in terms of bias, and the algorithm will go faster too. Gary --- Gary King David Florence Professor of Government, Director, Institute for Quantitative Social Science Harvard University, 34 Kirkland St, Cambridge, MA 02138 http://GKing.Harvard.Edu, King(a)Harvard.Edu Direct 617-495-2027, Assistant 495-9271, eFax 812-8581 On Tue, 21 Jun 2005, Paul von Hippel wrote: - Amelia mailing list served by Harvard-MIT Data Center [Un]Subscribe/View Archive: http://lists.hmdc.harvard.edu/?info=amelia