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Re: st: multicollienarity in multilevel model
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: multicollienarity in multilevel model
Date
Mon, 5 Dec 2011 09:06:00 -0600
On Mon, Dec 5, 2011 at 4:06 AM, <[email protected]> wrote:
> I would like to check multicollienarity in multi-level model. How can I do
> it? The estat vif command does not work after xtmixed.
Multicollinearity is the property of the regressors, while multilevel
modeling addresses the structure of the error terms. Run -regress-
with the reduced form multilevel model (i.e., with all cross-level
interactions represented explicitly), and -estat vif- will give you
the diagnostics you were looking for.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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