Hello every one,
I am trying to read the variance inflation factor (vif) in order to check for multicollinearity in my model. However, the code - vif- only works for OLS regression. are there any way to check for vif in xtreg.
the results that i found via applying fixed effect is the opposite from OLS, and I become not sure which method to apply. many believe that applying fixed effect is saver because it considers controlling for unobserved heterogeneity. In fact, the results I find with fixed effect are supporting my hypothesis.
many thanks and regards
Faisal
I am trying to read the variance inflation factor (vif) in order to check for multicollinearity in my model. However, the code - vif- only works for OLS regression. are there any way to check for vif in xtreg.
the results that i found via applying fixed effect is the opposite from OLS, and I become not sure which method to apply. many believe that applying fixed effect is saver because it considers controlling for unobserved heterogeneity. In fact, the results I find with fixed effect are supporting my hypothesis.
many thanks and regards
Faisal
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