multicollinearity test variables in a panel data

[Daniel Gomez]

Hi,

how can I run a multicollinearity test in Stata 12 between variables in a panel data?

Thanks!

[Carlo Lazzaro]

Daniel:
no, there's nothing similar to -estat vif- for panel data regression.
That said, I think you can easily live without it, as multicollinearity is probably overestimated.
As one of the most regular and respected contributor of this forum (Clyde Schechter) wisely reminds when it comes to multicollinearity, it is better to look at the standard error of the coefficients to get an idea of potential problems with your estimates.
As an aside, most of us, when hear about multicollinearity, go back to https://www.hup.harvard.edu/catalog....40&content=toc and re-read Chapter 23.