Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: how to test multicollinearity


From   "Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: how to test multicollinearity
Date   Thu, 15 Jul 2010 19:35:42 -0700

I agree with Hugh. I would also recommend this page

http://www.ats.ucla.edu/stat/stata/webbooks/reg/chapter2/statareg2.htm

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-07-15 7.20 PM, Hugh Robinson wrote:
The best tool I've found is "Collin" by Philip B. Ender, UCLA Department of Education
Try findit collin in stata.

Examples of output here
http://www.ats.ucla.edu/stat/stata/examples/chp/chpstata9.htm


HR
Hugh S Robinson Ph.D.
Postdoctoral Researcher
Montana Cooperative Wildlife
Research Unit
University of Montana
Missoula, MT 59812
Ph. (406) 243-2476




-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jing Zhou
Sent: Thursday, July 15, 2010 7:32 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: how to test multicollinearity

how can I test for the multicollinearity (to obtain VIF for each regressor) by using stata?



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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   |   Site index