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st: vif after newey2


From   Leandro Brufman <leandrobrufman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: vif after newey2
Date   Fri, 1 Oct 2010 12:10:31 -0400

Hi everyone,
I'm using Stata 10.1
I would like to analyze possible problems of multicollinearity among
the regressors X of the following regression:
** newey2 y x1 x2 x3, lag(#) force
I was about to use ** estat vif **, but it returns

. estat vif
invalid subcommand vif
r(321);

I guess that estat vif is a postestimation command for regress but not
for newey2. Any ideas on how to perfor this task? I was running **
estat vce, corr ** to analyze correlation among regresors, but that's
not the same as having the Variance Inflation Factor.

Many thanks in advance!
L.
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