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st: VIFs under SVY command and -collin- command


From   "Shellenberg, Kristen" <kshellen@jhsph.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: VIFs under SVY command and -collin- command
Date   Thu, 13 Aug 2009 14:45:12 -0400

Hello Statalisters,

I followed the UCLA help page instructions for checking collinearity (i.e. calculating VIFs) by doing the following while using the svy command :

quietly svy: regress age5 raceth union ieduc povcat3 ireligion timeinUS
display "tolerance = " 1-e(r2) " VIF = " 1/(1-e(r2))

and then I also ran the following code using the -collin- command:

collin age5 raceth union ieduc povcat3 ireligion timeinUS

and I got almost the exact same (if not identical) VIF and tolerance values... It doesn't seem like it should be the same since the -collin- command doesn't account for the complex survey design.  Can anyone make a suggestion as to why this might be?    Also, I just noticed that the R-squared for the regressions (with and without the -svy- command) are similar which I guess explains why the VIFs are the same.

Any thoughts are appeciated?

Thanks!

Kristen

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