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 |http://www.ncl.ac.uk/geps
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