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Re: st: VIF different between -vif- and -collin-


From   "Herve STOLOWY" <[email protected]>
To   <[email protected]>
Subject   Re: st: VIF different between -vif- and -collin-
Date   Thu, 16 Dec 2004 20:45:36 +0100

Dear Richard:

Thanks again for your help. You are totally right. I tried what you
suggest and all figures perfectly match. Next time I will use -collin-,
I will think about missing data in the dependent variable.

Best regards

Herv�

***********************************************************
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
>>> [email protected] 12/16/04 8:23 PM >>>
At 08:09 PM 12/16/2004 +0100, you wrote:
>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:

Are the samples identical?  They might not be if absence1 has missing 
data.  Try

collin common ownership finance_aggregate if absence1 < .


-------------------------------------------
Richard Williams, Associate Professor
OFFICE: (574)631-6668, (574)631-6463
FAX:    (574)288-4373
HOME:   (574)289-5227
EMAIL:  [email protected]
WWW (personal):    http://www.nd.edu/~rwilliam
WWW (department):    http://www.nd.edu/~soc


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