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Re: st: Checking collinearity when using SVY Command


From   sjsamuels@gmail.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Checking collinearity when using SVY Command
Date   Mon, 3 Aug 2009 16:23:48 -0400

--
Kristen , try this code.  Make sure to zap gremlins possibly added by
the Mail system:

*************************START CODE***********************************
sysuse auto,clear
svyset _n [pweight=rep78]

/***************************************************************************
Define a predictor list for the right-hand-side of the svy: reg
 ****************************************************************************/

local rhs weight trunk foreign
svy: reg mpg `rhs'

foreach v of varlist `rhs' {
local less : list rhs -v //Remove variable v from the rhs
quietly svy: reg `v' `less'
local vif = 1/(1-`e(r2)')
di "Variable: " "`v'"   "   Adj R-sq = " `e(r2)'  "   VIF = " `vif'
}
***********************END CODE ***********************************


On Mon, Aug 3, 2009 at 3:00 PM, Shellenberg, Kristen<kshellen@jhsph.edu> wrote:
> Hello all,
>
> I would like to check for collinearity in my models and in the past I have always used the "vif" command but I am currently using the SVY command to analyze my data and vif apparently doesn't work.  I know that I can ask Stata to calculate the tolerance (and therefore the VIF) after running a regression for each one of my predictors as the response variable but that seems like a lot of extra effort when you have a lot of predictors.
>
> Can anyone tell me if there is a way to do this in a more succinct fashion under SVY (i.e. more like the VIF command under normal regression)?
>
> Thank you,
>
> Kristen
>
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774

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