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RE: st: VIFs under SVY command and -collin- command


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: VIFs under SVY command and -collin- command
Date   Thu, 13 Aug 2009 21:37:28 +0200

<>

Also note p.27-28 of the recently released
http://www.stata.com/meeting/dcconf09/dc09_valliant.pdf



HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Cameron McIntosh
Sent: Donnerstag, 13. August 2009 21:34
To: STATA LIST
Subject: RE: st: VIFs under SVY command and -collin- command

Hi Kristen,
 
VIF(betai) = 1 / (1 - R-squaredi), where R-squared i is the squared multiple
correlation of predictor i with all other predictors. As you can see, no
standard errors actually enter the VIF formula, so complex survey design
adjustments (at least stratification and clustering) have no effect on the
computed VIF - these only correct the standard errors post-estimation. 

Cam

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