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Re: st: ...test after panel model estimates...
At 04:37 PM 4/19/2004 +0200, firstname.lastname@example.org wrote:
There was a discussion of multicollinearity diagnostics when not using OLS
back on Dec. 10; it starts at
I have performed a panel model and I would test some hypothesis like
collinearity .... but the usuals commands I use with the linear regression
(hettest, whitetst , vif......) don't be allowed for the panel model in
Stata. How I can do??
I don't know if panel data raises any unique issues, but in other cases you
handle multicollinearity pretty much the same way regardless of whether you
are using OLS, probit, logit, etc. Multicollinearity involves the Xs, not
the Y. So, you could run the user-written routine -collin-. Or, you could
even just use regular OLS (ignoring the parameter estimates) and use
commands like -vif- afterwards. That thread suggested other options as well.
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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