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Re: st: Variable Inflation Factor (VIF) for non-linear models

From   Richard Williams <>
Subject   Re: st: Variable Inflation Factor (VIF) for non-linear models
Date   Sun, 27 Oct 2013 11:28:04 -0500

As Nick notes, you can just use regress followed by vif. Multicollinearity is a problem with the right hand side of the model, i.e. the Xs are highly correlated, hence you can generally use the same methods to detect and possibly address it that you would use for regress. For a more extensive set of diagnostics, check out UCLA's -collin- command. For yet more info, see

At 05:42 AM 10/27/2013, James Bernard wrote:
Hi all,

I would like to know if after a count model (xtpoisson command) Stata
can give me VIF of the predictors?

I looked for it in the post-estimation section of -xtpoisson-, but
could not find any thing. Is it a theoretical issues that VIF can not
be calculated for count models? Or, is it a software issues?

Is there any substitute for it in log-linear models? I don't want to
use correlations to justify absence of multicollinearity.

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