Dear Ben:
It works perfectly. (I also tried the tolerance and sqrt(VIF) "for the pleasure". It's also fine).
I am very grateful and appreciate your constant help to expand the possibilities of -estout-.
Best regards
Herv�
***********************************************************
Professeur/Professor
Coordinateur du D�partement/Head of Department
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] 12/04/05 9:24 >>>
As Herv� pointed out, the example code in my last message had
the problem, that the constant was not treated correctly.
Below is a more elaborated version of the code. Note that
with this program it is also possible to store the tolerance,
i.e. 1/VIF, and sqrt(VIF).
program define _estadd_vif, eclass
syntax [ , prefix(name) TOLerance SQRvif * ]
//copy coefficients matrix and set to .z
tempname results results2 results3
matrix `results' = e(b)
forv j = 1/`=colsof(`results')' {
mat `results'[1,`j'] = .z
}
if "`tolerance'"!="" mat `results2' = `results'
if "`sqrvif'"!="" mat `results3' = `results'
//compute VIF and add to results vector
capture vif
if !_rc {
local i 0
local name "`r(name_`++i')'"
while "`name'"!="" {
local j = colnumb(`results',"`name'")
if `j'<. {
matrix `results'[1,`j'] = r(vif_`i')
if "`tolerance'"!="" matrix `results2'[1,`j'] = 1 / r(vif_`i')
if "`sqrvif'"!="" matrix `results3'[1,`j'] = sqrt( r(vif_`i') )
}
local name "`r(name_`++i')'"
}
}
//return the results
if "`sqrvif'"!="" ereturn matrix `prefix'sqrvif = `results3'
if "`tolerance'"!="" ereturn matrix `prefix'tolerance = `results2'
ereturn matrix `prefix'vif = `results'
end
Save the code as "_estadd_vif.ado" somewhere in the adopath.
To add VIF to the e-returns, type
. estadd , stats(vif)
To additionally save the tolerance and sqrt(VIF), type
. estadd , stats(vif(tolerance sqrvif))
To tabulate the results using -estout-, type
. estout , cells(vif tolerance sqrvif)
ben
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Herve STOLOWY
> Sent: Monday, April 11, 2005 11:22 PM
> To: [email protected]
> Subject: Re: st: RE: Estout and VIF
>
>
> Dear Ben:
>
> Once again, I sincerely appreciate your help. I followed your
> suggestions and it works perfectly. (I saved your program as
> an ado file).
>
> I can simply mention one little detail (but so minor): on the
> constant line, in the vif column, a figure is disclosed. It
> is not a VIF but the repetition of the amount of the b coefficient.
>
> Best regards
>
> Herv�
>
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