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From |
Christopher Baum <kit.baum@bc.edu> |

To |
"<statalist@hsphsun2.harvard.edu>" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: Re: st: What is the effect of centering on marginal effects? |

Date |
Fri, 3 Aug 2012 12:41:26 +0000 |

<> On Aug 3, 2012, at 2:33 AM, John wrote: > I don't believe you are using the right vif. Should it not be the > - -uncentered- option in vif for both regressions below? In this case the > vifs are the same. Agreed, centering in VIF matters (my colleague David B. always recommends normalizing each column of X to unit length) but that does not cause the VIFs to be equal: . estat vif, uncentered Variable | VIF 1/VIF -------------+---------------------- length | 1598.70 0.000626 weight | 1493.44 0.000670 c.length#| c.weight | 1347.44 0.000742 intercept | 1180.62 0.000847 -------------+---------------------- Mean VIF | 1405.05 . estat vif, uncentered Variable | VIF 1/VIF -------------+---------------------- c_length | 9.71 0.102969 c_weight | 9.75 0.102591 c.c_length#| c.c_weight | 1.94 0.516267 intercept | 1.91 0.522829 -------------+---------------------- Mean VIF | 5.83 Thanks for the references. Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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/

**Follow-Ups**:**Re: st: What is the effect of centering on marginal effects?***From:*John Antonakis <John.Antonakis@unil.ch>

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