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  • calculating VIF for regression without intercept

    Hello, i need to calculate the vifs of my regression without intercept but STATA tells me "not appropriate after regress, nocons;
    use option uncentered to get uncentered VIFs". I wonder if there is a way to calculate the VIFs in a regression without intercept?

  • #2
    I'm confused - the message from StataCorp tells you what to do; enter your command including the option "uncentered" - did you try that? see the help for "estat via" in
    Code:
    help regress_postestimation

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    • #3
      hi, I need to remove the intercept of the model, therefore I need to keep nocons in the regression... : reg depvar indepvar, nocons robust

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