VIF interpretation

[Nader Mehri]

Hi everyone,
Using "vif" post command after running multiple regression, I got the following results. BQ6 has a collinearity issue as evidenced by VIF>10. The variable consists of 4 values (1. less than HS (dropped as a reference group), 2. High school, 3. Completed college, and 4. Master's or higher ). I wonder to know what other variable(s) was it having collinearity issues with.

[Bruce Weaver]

See section 3.1 in these slides by John Fox.

[Clyde Schechter]

Bruce Weaver . That's a great slide set, Bruce. Thanks for posting the link.

[Nader Mehri]

Great! Thanks.

[Carlo Lazzaro]

Nader:
as often reminded on this forum, see also Chapter 23 in https://www.hup.harvard.edu/catalog....40&content=toc.

[Bruce Weaver]

Bruce Weaver . That's a great slide set, Bruce. Thanks for posting the link.

Thanks Clyde. You might like John Fox's book too. Here is some info on the most recent edition:

• https://socialsciences.mcmaster.ca/j...-3E/index.html

Fox is an R user, not a Stata user. But I do find his stuff very helpful despite the lack of Stata code.