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  • How do I perform VIF test after xtreg

    Dear Experts, I have run the following
    xtreg xtreg x fdi l k m lc, fe vce(robust)
    Is there need to perform VIF test? if yes, how, please? Thank you.
    Last edited by Adamu Jibrilla; 13 Mar 2019, 07:01.

  • #2
    You can use -collin- command to assess VIF of your predictors

    Code:
    ssc install collin
    help collin
    
    clear
    use http://www.stata-press.com/data/r15/nlswork.dta
    xtset idcode
    xtreg age race msp grade
    collin race age msp grade

    Comment


    • #3
      Thank you, Madu.

      Comment

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