Re: st: RE: how to test multicollinearity

["Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>]

I agree with Hugh. I would also recommend this page

http://www.ats.ucla.edu/stat/stata/webbooks/reg/chapter2/statareg2.htm

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-07-15 7.20 PM, Hugh Robinson wrote:
> The best tool I've found is "Collin" by Philip B. Ender, UCLA Department of Education
> Try findit collin in stata.
>
> Examples of output here
> http://www.ats.ucla.edu/stat/stata/examples/chp/chpstata9.htm
>
>
> HR
> Hugh S Robinson Ph.D.
> Postdoctoral Researcher
> Montana Cooperative Wildlife
> Research Unit
> University of Montana
> Missoula, MT 59812
> Ph. (406) 243-2476
>
>
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jing Zhou
> Sent: Thursday, July 15, 2010 7:32 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: how to test multicollinearity
>
> how can I test for the multicollinearity (to obtain VIF for each regressor) by using stata?
>
>
>
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