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st: new command for variance inflation factors of instrumented regressions
I modified the official Stata command, -vif-, which computes variance inflation factors, to run after -ivreg- and -ivreg2-. Essentially, -ivvif- just computes the VIFs of the second-stage regression in two-stage least squares. Like -vif-, it also works after -regress-. The only other change from -vif- is that it also stores the results in a matrix, called r(vif), which can be a bit easier to work with programmatically than -vif-'s usual return macros.
To install, type
ssc install ivvif, replace
If you like ivvif, you'll love
xtabond2 - Arellano-Bond/Blundell-Bond linear dynamic panel GMM estimators
abar - Arellano-Bond AR(i) test, which is appropriate after panel regressions run with regress, ivreg, ivreg2 with robust or clustered errors and also after "ivreg2, gmm".
collapse2 - extension to Stata collapse command that includes first, last, first non-missing, and last non-missing operators for constructing panels and cross-sections.
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