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st: how to get VIF(for multicollinearity testing) after - treatreg -


From   Ye SUN <sunye74stata@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: how to get VIF(for multicollinearity testing) after - treatreg -
Date   Thu, 25 Oct 2012 16:59:06 +0800

Hello everyone!

I am now using -treatreg- command to deal with treatment effect model.
I know that it is best to check the multicollinearity for the second
stage. I want to know whether there is command in stata that can
report vif or any multicollinearity testing results after treatreg? If
not, what is the best method to check for multicollinearity for the
second stage regression?

Thanks,
Ye
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