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Re: st: collinearity diagnostics for nbreg


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: collinearity diagnostics for nbreg
Date   Thu, 29 Jul 2010 00:44:25 +0100

To put it differently, collinearity diagnostic leads to statements
about regressors only, rather than response or relation between the
regressors and response. Even though it makes no substantive sense,
you can

regress response predictors

rather than

nbreg response predictors

and use -regress postestimation- tools for your collinearity analysis.

On Thu, Jul 29, 2010 at 12:09 AM, Casey P. Durand <durandca@usc.edu> wrote:
> As collinearity is independent of your model choice, you can just use
> the user written command -collin- as you would with any other
> regression.
>
> Casey
>
> On Tue, Jul 27, 2010 at 2:18 PM, Rachel Whaley <rwhaley@siu.edu> wrote:
>>
>> Hello,
>> Is there a way to get collinearity diagnostics (tolerance, VIF) after
>> a nbreg?  In nbreg postestimation there is a command "predict" which
>> suggests that predictions, residuals, influence statistics, and other
>> diagnostic measures are available.  I cannot however figure out the
>> exact command - what would follow predict?  From the examples the
>> syntax for predict requires a new variable to follow the command.
>> There is no example for collinearity diagnostics.
>>
>> Thanks so much for your help.
>>
>> --
>> Rachel Whaley
>> Department of Sociology
>> Faner Hall - MC 4524
>> Southern Illinois University
>> Carbondale, IL 62901
>> 618-453-7631
>> fax 618-453-8926
>>
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-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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