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Re: st: svyregress


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: svyregress
Date   Mon, 24 Jan 2005 22:41:45 -0000 (GMT)

Anju Parthan wrote:

> I have complex survey data. I am trying to run vif
> after svyregress, but I get this error message
>
> . vif
> last estimates not found
> r(301);
>
> How can I calculate vif with svyregress?

Easy. Download Phil Ender's -collin- package from SSC. An example, taken
from one of my own 'cloned' datasets:

. use ees99, clear

. svyset [pweight=weight]
pweight is weight

. svyreg probvcon sex age educ turecode

Survey linear regression

pweight:  weight                                Number of obs    =       920
Strata:   <one>                                 Number of strata =         1
PSU:      <observations>                        Number of PSUs   =       920
                                                Population size  =   924.698
                                                F(   4,    916)  =      5.76
                                                Prob > F         =    0.0001
                                                R-squared        =    0.0346
----------------------------------------------------------------------------
  probvcon |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-----------+----------------------------------------------------------------
       sex |   .0952869   .2302624     0.41   0.679    -.3566143    .5471881
       age |  -.0283479   .0078918    -3.59   0.000    -.0438359   -.0128599
      educ |   .0153538   .0173196     0.89   0.376    -.0186367    .0493443
  turecode |  -.4211906   .1369806    -3.07   0.002    -.6900217   -.1523596
     _cons |   59.86004   15.52017     3.86   0.000     29.40094    90.31913
----------------------------------------------------------------------------

. collin probvcon sex age educ turecode

  Collinearity Diagnostics
                      SQRT                         Cond     Cond          R-
  Variable     VIF    VIF  Tolerance    Eigenval   Index1   Index2   Squared
----------------------------------------------------------------------------
  probvcon     1.03   1.01 0.9749   1.1722     1   1.0000   1.0000    0.0251
  sex          1.01   1.01 0.9885   1.1475     2   1.0107   2.4812    0.0115
  age          1.03   1.01 0.9741   0.9868     3   1.0899   3.2101    0.0259
  educ         1.02   1.01 0.9791   0.8671     4   1.1627   4.1625    0.0209
  turecode     1.02   1.01 0.9843   0.8264     5   1.191    8.3130    0.0157
                                               6          391.5044
----------------------------------------------------------------------------
  Mean VIF     1.02                    Condition Number     1.1910  391.5044
                       Determinant of correlation matrix    0.9511
                       Cond Index1 from deviation SSCP (no intercept)
                       Cond Index2 from scaled raw SSCP (w/ intercept)

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: [email protected]
Newcastle University  |http://www.ncl.ac.uk/geps

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