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From | "Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: RE: how to test multicollinearity |
Date | Thu, 15 Jul 2010 19:35:42 -0700 |
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? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/