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st: VIF different between -vif- and -collin-


From   "Herve STOLOWY" <[email protected]>
To   <[email protected]>
Subject   st: VIF different between -vif- and -collin-
Date   Thu, 16 Dec 2004 20:09:31 +0100

Dear All:

I compute the VIF (Variance Inflation Factor) in two different ways:
after -regress- and with -collin-. Surprisingly, I find different
figures. I checked in the help files but did not find the explanation. I
might be wrong somewhere. I provide below the commands I use:

regress  absence1 common ownership finance_aggregate
(output omitted)
vif

 Variable |       VIF       1/VIF  
-------------+----------------------
fin~ggregate |      1.71    0.584708
   ownership |      1.63    0.611892
      common |      1.15    0.873027
-------------+----------------------
    Mean VIF |      1.50

collin common ownership finance_aggregate
(excerpt of output:)
Variable       VIF    
--------------------------------------------------------------------------------------
    common      1.07
 ownership      1.50
finance_aggregate 1.44

Thanks for your help.

Best regards

Herv� Stolowy


***********************************************************
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