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Re: st: Estout and VIF


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Estout and VIF
Date   Sun, 10 Apr 2005 12:22:07 -0500

At 07:07 PM 4/10/2005 +0200, Herve STOLOWY wrote:
Dear All:

I run a basic linear regression and immediately after execute the command -vif- (downloadable from ssc). (This latter command gives the same results as if I use -collin varlist if e(sample)-).

I use -estout- (downloadable from ssc) to obtain my regression results. I get two columns: b and p-value. I would like to know if I can get a third column with the vif.

I read the -estout- and -estadd- help files and did not find a mention of the vif. (I also checked that the vif is not included in the ereturns).
First off, you shouldn't need to download -vif-, because it comes with Stata. If you did download it, I imagine the Stata version takes precedence, but check to be sure.

Second, if you run -vif- and type -return list-, you will see that the vif info is returned in scalars called r(vif_1), r(vif_2), etc.

Now, as for the final step of adding the results to -estout- - I don't know. I notice -estadd- allows user-defined additions, so maybe you can play around with that? Perhaps use ereturn to add the -vif- info to an ereturned scalar?

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