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st: multicollinearity test in panel model


From   "Jing Zhou" <jing.zhou@rmit.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: multicollinearity test in panel model
Date   Wed, 28 Jul 2010 10:00:29 +1000

Dear All,

If I am going to test the multicollinearity in the context of a panel model, can i use the same command in OLS. that is "reg dep indep" followed by "vif"?

I am trying to use "xtreg....." and "vif", but the result shows "not appropriate after regress, nocons; use option uncentered to get uncentered VIFs". 

could anyone advise me how to solve this problem?

Many thanks.

Jing


 


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