Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: different results of estat vif in different versions
From
"Michael N. Mitchell" <[email protected]>
To
[email protected]
Subject
Re: st: different results of estat vif in different versions
Date
Tue, 01 Mar 2011 23:47:36 -0800
Greetings
Perhaps you could post your results from the two versions to show the differences. I
created an example with some highly collinear variables which would seem to create
challenges in computing VIFs. The results from my example look very much the same in the
two versions....
---- Version 10 ----
. which estat
C:\Program Files\Stata10\ado\base\e\estat.ado
*! version 1.0.0 03jan2005
. sysuse auto, clear
(1978 Automobile Data)
. gen mm = mpg*mpg
. gen mmm = mpg*mpg*mpg
. quietly regress price rep78 headroom trunk weight turn displacement gear_ratio ///
foreign mpg mm mmm
. estat vif
Variable | VIF 1/VIF
-------------+----------------------
mm | 3642.36 0.000275
mmm | 973.82 0.001027
mpg | 947.38 0.001056
weight | 12.89 0.077585
displacement | 12.01 0.083293
turn | 5.07 0.197348
gear_ratio | 4.64 0.215490
foreign | 3.52 0.284084
trunk | 2.77 0.361185
rep78 | 2.08 0.481183
headroom | 1.86 0.538475
-------------+----------------------
Mean VIF | 509.85
--- Version 11.1 -----------
. which estat
C:\Program Files\Stata11\ado\base\e\estat.ado
*! version 1.0.1 20mar2009
. sysuse auto, clear
(1978 Automobile Data)
. gen mm = mpg*mpg
. gen mmm = mpg*mpg*mpg
. quietly regress price rep78 headroom trunk weight turn displacement gear_ratio ///
foreign mpg mm mmm
. estat vif
Variable | VIF 1/VIF
-------------+----------------------
mm | 3642.36 0.000275
mmm | 973.82 0.001027
mpg | 947.38 0.001056
weight | 12.89 0.077585
displacement | 12.01 0.083293
turn | 5.07 0.197348
gear_ratio | 4.64 0.215490
foreign | 3.52 0.284084
trunk | 2.77 0.361185
rep78 | 2.08 0.481183
headroom | 1.86 0.538475
-------------+----------------------
Mean VIF | 509.85
Best regards,
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 2011-03-01 11.25 PM, Yang Jue wrote:
Dear all, I am running a simple regress model both in STATA 10 and STATA 11. The results of the model (also Coef. and R2) are complete the same, but the results of estat vif are different.
I checked the release STATA 11 to see if they changed the command 'estat vif' in different versions. But I cannot find out.
Are there any differences between these two versions?
Thank you very much for your help.
Yang
Center for Global Environmental ResearchNational Institute for Environmental Studies, Japan
*
* 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/