![]() ![]() 1 that might explain why the vif subcommand is not working for me. I do have a dependent variable, independent variable, a "moderator. What I meant in #2 was when you run this The estat vif command calculates the variance inflation factors (VIFs) for the independent variables in your model. summ (specify individual variables if desired) tabstat. In Stata I want to run multiple regressions by group and save the corresponding residuals in a single variable. Structural multicollinearity is a mathematical artifact caused by creating new predictors from other predictors - such as creating the predictor x 2 from the predictor x. Newey (1984) derives and justifies this approach. Additionally, estat imtest displays tests for skew and kurtosis. Then the generalized variance-inflation factor is GVIF = det R 22 det R 33 /det R, where R 22 is the correlation matrix among the columns of X 2, R 33 is the correlation matrix among the columns of X 3, R is the correlation matrix for (i. , categorical variable), and that it should be. Ofcourse we are only looking for the best apartments in Ban Bang Tha Mai Samut Sakhon Province. Correlations in Stata: Pearson, Spearman, and Kendall. Command for detecting serial correlation p roblem: VIF is a measure of how much the variance of the estimated regression coefficient b k is "inflated" by the existence of correlation among the predictor variables in the model. ![]() The situation is a little bit trickier when using survey data.
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