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st: Correcting Multicollinearity


From   "D. Demetriou" <[email protected]>
To   [email protected]
Subject   st: Correcting Multicollinearity
Date   29 Mar 2012 12:22:22 +0100


Thank you for your email.
Your help is greatly appreciated! Sigma_u =0 is perhaps in this case explained by multicollinearity. Is there any Stata tool to (partly) account for this defect(multicollinearity) after this has been indicated by, for example, vif or collin commands?

Truly yours,

Demetrios D.


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