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Re: st: svyregress

From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: svyregress
Date   Mon, 24 Jan 2005 20:55:54 -0500

At 03:50 PM 1/24/2005 -0800, anju parthan wrote:
Hi Clive

Thanks for your input. I still have a question. Does
the command collin incorporate strata, psu and

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
So it looks like collin does not take into account
strata, psu, and pweights. Am I right?
Thanks for your time.
Right. -collin- isn't set up to handle weights, clustering, whatever. I think you would have to run a series of -svyreg- commands, regressing one X on all the others, and from that you could compute the VIFs and tolerances. It sounds like that is what you did. But, unless your life depends on getting exact figures, I suspect -collin- would be an adequate approximation. After all, you are mostly doing this for diagnostic purposes, and my guess is it won't hurt you too much if your diagnostic statistics are a little bit off. If somebody were so inclined, maybe they could write a -svyvif- or -svycollin- command. (I don't know if there would be some quirky issues of stat theory that would have to be addressed; for example I thought it was sort of weird when I saw -svy- commands producing F tests when I was expecting chi-square tests, although I semi-understand that now.)

Richard Williams, Notre Dame Dept of Sociology
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