Re: st: Estout and VIF

[Richard Williams <Richard.A.Williams.5@nd.edu>]

At 07:07 PM 4/10/2005 +0200, Herve STOLOWY wrote:
> Dear All:
>
> I run a basic linear regression and immediately after execute the command 
> -vif- (downloadable from ssc). (This latter command gives the same results 
> as if I use -collin varlist if e(sample)-).
>
> I use -estout- (downloadable from ssc) to obtain my regression results. I 
> get two columns: b and p-value. I would like to know if I can get a third 
> column with the vif.
>
> I read the -estout- and -estadd- help files and did not find a mention of 
> the vif. (I also checked that the vif is not included in the ereturns).
First off, you shouldn't need to download -vif-, because it comes with 
Stata.  If you did download it, I imagine the Stata version takes 
precedence, but check to be sure.

Second, if you run -vif- and type -return list-, you will see that the vif 
info is returned in scalars called r(vif_1), r(vif_2), etc.

Now, as for the final step of adding the results to -estout-  - I don't 
know.  I notice -estadd- allows user-defined additions, so maybe you can 
play around with that?  Perhaps use ereturn to add the -vif- info to an 
ereturned scalar?

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