Hi everyone,
I need to calculate and retrieve the VIF measure (estat vif) for a set of
yearly annual regressions (for each year retrieve the vif measure associated
with each coeffcient and the mean vif), and save the results in a separate
file (either dta or txt). I believe the -statsby- is unable to do what I
need. Anyone has an idea of how to do this, or if it is possible to be done?
Best,
Nuno
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