Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: how to test for multicollinearity with xtreg


From   ross hanig <rhanig@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: how to test for multicollinearity with xtreg
Date   Fri, 29 Jul 2005 18:20:49 -0500

Dear STATA listserve,

I'm running regressions on panel data using the xtreg command but the
VIF command does not seem to work. I was wondering if anyone knows of
any STATA commands to test for the presence of multicollinearity as an
option with the xtreg command. Particularly, since there is little
within country variation with one of my variables, but significant
between country estimation, I suspect the fixed effects specification
is causing collinearity with the fixed effect for each cross section
and the variable mentioned above.

I would be extremely grateful for any tips.

Sincerely,
Ross Hanig


-- 
Department of Agricultural and Consumer Economics
1301 West Gregory Drive
405 Mumford Hall
Urbana, IL 61801
rhanig2@uiuc.edu

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index