Dear All:
I compute the VIF (Variance Inflation Factor) in two different ways:
after -regress- and with -collin-. Surprisingly, I find different
figures. I checked in the help files but did not find the explanation. I
might be wrong somewhere. I provide below the commands I use:
regress absence1 common ownership finance_aggregate
(output omitted)
vif
Variable | VIF 1/VIF
-------------+----------------------
fin~ggregate | 1.71 0.584708
ownership | 1.63 0.611892
common | 1.15 0.873027
-------------+----------------------
Mean VIF | 1.50
collin common ownership finance_aggregate
(excerpt of output:)
Variable VIF
--------------------------------------------------------------------------------------
common 1.07
ownership 1.50
finance_aggregate 1.44
Thanks for your help.
Best regards
Herv� Stolowy
***********************************************************
HEC Paris
D�partement Comptabilit� Contr�le de gestion / Dept of Accounting and
Management Control
1, rue de la Liberation
78351 - Jouy-en-Josas
France
Tel: +33 1 39 67 94 42
Fax: +33 1 39 67 70 86
[email protected]
http://campus.hec.fr/profs/stolowy/perso/home.htm
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
