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Re: st: multicollienarity in multilevel model

From   Stas Kolenikov <>
Subject   Re: st: multicollienarity in multilevel model
Date   Mon, 5 Dec 2011 09:06:00 -0600

On Mon, Dec 5, 2011 at 4:06 AM,  <> wrote:
> I would like to check multicollienarity in multi-level model. How can I do
> it? The estat vif command does not work after xtmixed.

Multicollinearity is the property of the regressors, while multilevel
modeling addresses the structure of the error terms. Run -regress-
with the reduced form multilevel model (i.e., with all cross-level
interactions represented explicitly), and -estat vif- will give you
the diagnostics you were looking for.
Stas Kolenikov, also found at
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