You can use the vif command after running a regression. "Because the concern
is with the relationship among the independent variables, the functional
form of the model for the dependent variable is irrelevant to the estimation
of collinearity." (Menard 2002, p. 76).
Menard, 2002. Applied logistic regression analysis, 2nd Ed.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of moleps islon
Sent: Saturday, September 05, 2009 8:29 AM
To: [email protected]
Subject: st: Multicollinearity in cox models
Dear listers,
Is there a preferred method of investigating multicollinearity in cox
models using stata, akin to -vif- in linear regression? I know SPSS
has a matrix of regression coefficients, but I havent seen anything
like it implemented in stata.
Regards,
M
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