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Re: st: Estout and VIF
At 07:07 PM 4/10/2005 +0200, Herve STOLOWY wrote:
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.
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).
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
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