I assert that multicollinearity is a property of the
predictors and does not depend on what
you do with them before, during or
after any examination of multicollinearity.
You can look at the structure of relationships
with -graph matrix-; get numerical summaries
by using -correlate-; and use -_rmcoll- to
look further.
Whether there is some omnibus test of multicollinearity
I do not know. If there were, it wouldn't necessarily
be helpful in indicating what to do.
I have always found it most useful
to think about the meanings of variables and the
roles they play in terms of the underlying science.
That is, reflection often makes it seem unsurprising
that two or more variables are highly correlated,
so that they tell the same story and only one
need be recorded.
However, there are other issues particularly where
lots of dummies are included.
Nick
[email protected]
Rozilee Asid
> Just to ask one simple question, how do I test for the existence of
> multicollinearity after using ivreg2 command.
>
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