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Re: st: Multicollinerity test in IV regression


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Multicollinerity test in IV regression
Date   Wed, 13 Oct 2004 14:57:42 -0500

At 11:03 PM 10/13/2004 +0800, Rozilee Asid wrote:
Hi all

Just to ask one simple question, how do I test for the existence of
multicollinearity after using ivreg2 command.

Thanks.
There was a discussion of both basic and more advanced ways of detecting multicollinearity last December. Start with

http://www.stata.com/statalist/archive/2003-12/msg00333.html

and then look at the follow-up links.


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Richard Williams, Notre Dame Dept of Sociology
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