Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: svyregress

From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: svyregress
Date   Tue, 25 Jan 2005 00:00:25 -0000 (GMT)

Anju Parthan replied:

> Thanks for your input. I still have a question. Does
> the command collin incorporate strata, psu and
> pweight?
> I ran the svyreg and collin as you suggested.   But
> when I ran svyreg for each of the independent
> variables to calculate the VIF manually, the VIF
> values are slightly different than the output from
> collin.
> So it looks like collin does not take into account
> strata, psu, and pweights. Am I right?

It would appear not, but I would therefore treat the output statistic as
_approximate_, as opposed to precise. It comes down to whether you prefer
a rough VIF measure for your model(s), or none at all.

Alternatively, one could run several regressions by each strata/PSU and
then getting VIFs for each, but I recognise that there are problems
apropos Ns per unit and computing time.

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: [email protected]
Newcastle University  |

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index