Hi,
I am using the -coldiag2- command to test for multicollinearity among a
set of independent variables. However, my regression model is -ologit-
(and sometimes -oprobit-). I am not sure if adding the constant term,
a default option for coldiag2, is appropriate, since that option is
specifically designed for OLS. A look at Greene was not particularly
enlightening.
Could anyone could advise me on whether I should run coldiag2 with or
without the constant in this case? Any further citations or references
would be great, too.
Thank you,
Camille Antinori
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