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RE: st: different results of estat vif in different versions
From
Yang Jue <[email protected]>
To
Stata <[email protected]>
Subject
RE: st: different results of estat vif in different versions
Date
Thu, 3 Mar 2011 04:47:31 +0000
Thank you very much.
Here are the results by STATA 11 and STATA 10.I will upload my machine to see if the results will change or not.
By STATA 11use "G:\投稿paperIO②\checkedstata_Jan_6\UNFCCCJan_13.dta",clear
. regress unfccc logpopsize logimfgdppcgrowthrateinterpolate freedom engonumber iengobranch proportion ruralpopulationforestarea eumember Industryinterpolate igonumber wtreatynorwmlag wlanlag wrellag wgnipclag wdistance year1994 year1995 year1996year1997 year1998 year1999 year2000 year2004 if _st==1, cluste r(id)
Linear regressionNumber of obs = 416F( 25, 151) = 4.57Prob > F = 0.0000R-squared = 0.1368Root MSE = .46207(Std. Err. adjusted for 152 clusters in id)------------------------------------------------------------------------------Robustunfccc | Coef. Std. Err t P>|t| [95% Conf. Interval]-------------+----------------------------------------------------------------logpopsize | .0215847 .0206976 1.04 0.299 -.0193097 .062479logimfgdppc | .0448861 .0312921 1.43 0.154 -.0169409 .106713growthrate~e | -.0010476 .0035075 -0.30 0.766 -.0079777 .0058824freedom| .0804955 .0373796 2.15 0.033 .006641 .1543501engonumber | -.0063351 .0032835 -1.93 0.056 -.0128226 .0001524iengobranch | .0272889 .0276632 0.99 0.325 -.027368 .0819457proportion | .0091545 .1436593 0.06 0.949 -.2746873 .2929963ruralpopul~n | .0020349 .0016403 1.24 0.217 -.0012061 .0052759forestarea | -.0008872 .0008976 -0.99 0.325 -.0026608 .0008863eumember | .000867 .117996 0.01 0.994 -.2322693 .2340034Industryin~e | -.002250!
2 .0024063 -0.94 0.351 -.0070045 .0025042igonumber | -.0006447 .0014637 -0.44 0.660 -.0035367 .0022472wtreatynor~g | -.1292887 .1311666 -0.99 0.326 -.3884475 .1298701wlanlag| .1209351 .0945647 1.28 0.203 -.0659057 .307776wrellag| -.0680624 .0995165 -0.68 0.495 -.2646871 .1285622wgnipclag | .1021731 .0796936 1.28 0.202 -.0552854 .2596316wdistance | .0169681 .0335349 0.51 0.614 -.0492901 .0832263year1994 | .2815527 .0695474 4.05 0.000 .1441411 .4189644year1995 | .3551343 .1259585 2.82 0.005 .1062657 .6040029year1996 | .2183863 .1655258 1.32 0.189 -.1086594 .545432year1997 | .1105864 .1783407 0.62 0.536 -.2417789 .4629518year1998 | .1882554 .2079546 0.91 0.367 -.2226211 .5991319year1999 | .0976277 .2187639 0.45 0.656 -.3346057 .5298611year2000 | .6075577 .2958538 2.05 0.042 .0230102 1.192105year2004 | .4269236 .4233205 1.01 0.315 -.4094725 1.26332_cons| -.1347726 .2652201 -0.51 0.612 -.6587942 .3892491----------------------------------------------------------------------------!
--. estat vifVariable | VIF 1/VIF-------------+----------------------l
o
gimfgdppc | 4.99 0.200312wtreatynor~g | 3.57 0.279870iengobranch | 3.29 0.304173proportion | 2.96 0.337535ruralpopul~n | 2.71 0.368402logpopsize | 2.38 0.420121wdistance | 2.12 0.471930igonumber | 2.02 0.494521eumember | 1.99 0.501583freedom| 1.84 0.543222Industryin~e | 1.66 0.603218engonumber | 1.62 0.617358wrellag| 1.48 0.674094year1994 | 1.43 0.697412wlanlag| 1.23 0.809883wgnipclag | 1.22 0.821512forestarea | 1.18 0.844083growthrate~e | 1.13 0.887723year1995 | 1.12 0.889045year1999 | 1.09 0.918495year2000 | 1.08 0.926113year1996 | 1.07 0.931968year2004 | 1.07 0.932725year1998 | 1.07 0.933773year1997 | 1.06 0.940307-------------+----------------------Mean VIF | 1.86
STATA 10.do "C:\Users\galaskie\AppData\Local\Temp\STD03000000.tmp". regress unfccc logpopsize logimfgdppc growthrateinterpolate freedom engonumber iengobranch proportion ruralpopulationforestarea eumember Industryinterpolate igonumber wtreatynorwmlag wlanlag wrellag wgnipclag wdistance year1994 year1995 year1996year1997 year1998 year1999 year2000 year2004 if _st==1, cluste r(id)Linear regressionNumber of obs = 416F( 25, 151) = 4.57Prob > F = 0.0000R-squared = 0.1368Root MSE = .46207(Std. Err. adjusted for 152 clusters in id)------------------------------------------------------------------------------Robustunfccc | Coef. Std. Err t P>|t| [95% Conf. Interval]-------------+----------------------------------------------------------------logpopsize | .0215847 .0206976 1.04 0.299 -.0193097 .062479logimfgdppc | .0448861 .0312921 1.43 0.154 -.0169409 .106713growthrate~e | -.0010476 .0035075 -0.30 0.766 -.0079777 .0058824freedom| .0804955 .0373796 2.15 0.033 .006641 .1543501engo!
number | -.0063351 .0032835 -1.93 0.056 -.0128226 .0001524iengobranch | .0272889 .0276632 0.99 0.325 -.027368 .0819457proportion | .0091545 .1436593 0.06 0.949 -.2746873 .2929963ruralpopul~n | .0020349 .0016403 1.24 0.217 -.0012061 .0052759forestarea | -.0008872 .0008976 -0.99 0.325 -.0026608 .0008863eumember | .000867 .117996 0.01 0.994 -.2322693 .2340034Industryin~e | -.0022502 .0024063 -0.94 0.351 -.0070045 .0025042igonumber | -.0006447 .0014637 -0.44 0.660 -.0035367 .0022472wtreatynor~g | -.1292887 .1311666 -0.99 0.326 -.3884475 .1298701wlanlag| .1209351 .0945647 1.28 0.203 -.0659057 .307776wrellag| -.0680624 .0995165 -0.68 0.495 -.2646871 .1285622wgnipclag | .1021731 .0796936 1.28 0.202 -.0552854 .2596316wdistance | .0169681 .0335349 0.51 0.614 -.0492901 .0832263year1994 | .2815527 .0695474 4.05 0.000 .1441411 .4189644year1995 | .3551343 .1259585 2.82 0.005 .1062657 .6040029year1996 | .2183863 .1655258 1.32 0.189 -.1086594 .545432year1997 | .1105864 .1783407 0.62 0.536!
-.2417789 .4629518year1998 | .1882554 .2079546 0.91 0.367 -.2226211 .
5
991319year1999 | .0976277 .2187639 0.45 0.656 -.3346057 .5298611year2000 | .6075577 .2958538 2.05 0.042 .0230102 1.192105year2004 | .4269236 .4233205 1.01 0.315 -.4094725 1.26332_cons| -.1347726 .2652201 -0.51 0.612 -.6587942 .3892491------------------------------------------------------------------------------
. estat vifVariable | VIF 1/VIF -------------+----------------------wtreatynor~g | 7.01 0.142566 logimfgdppc | 5.11 0.195883wdistance | 4.95 0.201820year1995 | 3.31 0.302183ruralpopul~n | 3.02 0.331124wrellag | 2.90 0.344992year1996 | 2.84 0.351572iengobranch | 2.81 0.356165proportion | 2.69 0.371232logpopsize | 2.40 0.416472year1997 | 2.36 0.423087year1998 | 2.29 0.436870igonumber | 2.28 0.438634Industryin~e | 2.09 0.478245engonumber | 2.01 0.498266eumember | 1.93 0.519186year1999 | 1.88 0.532898year1994 | 1.88 0.533076wlanlag | 1.87 0.533476year2000 | 1.78 0.560443freedom | 1.71 0.584250wgnipclag | 1.47 0.682361forestarea | 1.31 0.763710growthrate~e | 1.25 0.797988year2004 | 1.17 0.856524-------------+----------------------Mean VIF | 2.57
Best regards,Jue Yang
Center for Global Environmental ResearchNational Institute for Environmental Studies,Japan
----------------------------------------
> Date: Wed, 2 Mar 2011 22:02:36 -0500
> To: [email protected]
> From: [email protected]
> Subject: RE: st: different results of estat vif in different versions
>
> At 08:14 PM 3/2/2011, Yang Jue wrote:
> >Thank you very much for your mail.
> >Here is my command. I used the cluster option.
> >
> >
> >regress unfccc logpopsize logimfgdppc growthrateinterpolate freedom
> >engonumber iengobranch proportion ruralpopulation forestarea
> >eumember Industryinterpolate igonumber wtreatynorwmlag wlanlag
> >wrellag wgnipclag wdistance year1994 year1995 year1996 year1997
> >year1998 year1999 year2000 year2004 if _st==1, cluster(id)
> >estat vif
> >
> >My coauthor and I use the same dataset and same do.file in our
> >different PC.Then it comes out that only the vif value are different.
> >
> >Best Regards,Jue YangCenter for Global Enviornmental
> >ResearchNational Institute for Environmental Studies, Japan
>
> Thanks. Sorry, but try as I might I can't replicate. Make sure that
> you both have the most current versions of your respective Stata
> programs. The -help whatsnew- command shows that, in the June 3 2010
> update of Stata 11, " estat vif produced incorrect results when used
> with a subset of the data. This has been fixed." So, my first guess
> would be that you have an older version of Stata 11 that does not
> include that fix. Indeed, the first thing I do with any problem is
> make sure I have the latest and greatest versions of everything to
> see if the problem has already been taken care of. When I type
> -update query- on my machine, I get
>
> . update query
> (contacting http://www.stata.com)
>
> Stata executable
> folder: C:\Program Files (x86)\Stata11\
> name of file: StataSE-64.exe
> currently installed: 04 Nov 2010
> latest available: 04 Nov 2010
>
> Ado-file updates
> folder: C:\Program Files (x86)\Stata11\ado\updates\
> names of files: (various)
> currently installed: 24 Feb 2011
> latest available: 24 Feb 2011
>
> Utilities updates
> folder: C:\Program Files (x86)\Stata11\utilities
> names of files: (various)
> currently installed: 01 Sep 2010
> latest available: 01 Sep 2010
>
> Recommendation
> Do nothing; all files up to date.
>
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW: http://www.nd.edu/~rwilliam
>
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