--
Kristen , try this code. Make sure to zap gremlins possibly added by
the Mail system:
*************************START CODE***********************************
sysuse auto,clear
svyset _n [pweight=rep78]
/***************************************************************************
Define a predictor list for the right-hand-side of the svy: reg
****************************************************************************/
local rhs weight trunk foreign
svy: reg mpg `rhs'
foreach v of varlist `rhs' {
local less : list rhs -v //Remove variable v from the rhs
quietly svy: reg `v' `less'
local vif = 1/(1-`e(r2)')
di "Variable: " "`v'" " Adj R-sq = " `e(r2)' " VIF = " `vif'
}
***********************END CODE ***********************************
On Mon, Aug 3, 2009 at 3:00 PM, Shellenberg, Kristen<[email protected]> wrote:
> Hello all,
>
> I would like to check for collinearity in my models and in the past I have always used the "vif" command but I am currently using the SVY command to analyze my data and vif apparently doesn't work. I know that I can ask Stata to calculate the tolerance (and therefore the VIF) after running a regression for each one of my predictors as the response variable but that seems like a lot of extra effort when you have a lot of predictors.
>
> Can anyone tell me if there is a way to do this in a more succinct fashion under SVY (i.e. more like the VIF command under normal regression)?
>
> Thank you,
>
> Kristen
>
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774
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