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  • Can you run vif after a regression command other than regress?

    I get an error when I try to run the "vif" command after panel data models like xtrc and xtmixed. Does vif command work only after regress command or is there another way to get VIF after running xtrc or xtmixed. Thanks

  • #2
    VIF only run after 'regress'. If you want to check multicollinearity, you can run the VIF command after regress with robust standard error and check the VIF statistics and then fit your model with one of those xt-commands.

    Code:
    reg y x x2 x3 , vce(robust)
    vif
    Roman

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