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Re: st: RE: how to test multicollinearity


From   "Michael N. Mitchell" <[email protected]>
To   [email protected]
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: [email protected] [mailto:[email protected]] On Behalf Of Jing Zhou
Sent: Thursday, July 15, 2010 7:32 PM
To: [email protected]
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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