Good day to all,
I am trying to run a collinearity test using the command "collin", on
panel data with several dummies and I get a very large negative value of
the mean vif, apparently due to these dummies, which have each a large
negative value. However, if I run the simple vif command (which I cannot
use after xtgls, the command I d rather use) I get very sensible
positive values.
Does any one have a clue about what is happenening with collin?
Thanks for your attention.
Diego Rei
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