English, Article edition: IVVIF: Stata module to report variance inflation factors after IV David Roodman

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/174870
Physical Description
  • code
Language
  • English

Edition details

Title
  • IVVIF: Stata module to report variance inflation factors after IV
Author
  • David Roodman
Physical Description
  • code
Notes
  • ivvif extends Stata's official vif/​estat vif command, which reports variance inflation factors. It differs in two ways. As well as working after regress, it can run after instrumented regressions done with ivreg or ivreg2. In this case, it projects regressors onto instruments before computing VIFs. In other words, it reports the VIFs for the second stage of two-stage least squares. The other difference is that it makes the results available in a return matrix, named "vif", along with vif's return macros, which can ease working with the results in Stata code.
  • variance inflation factor, collinearity, instrumental variables
  • RePEc:boc:bocode:s456301
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment