Vif Stata Multicollinearity. Because the concern is with the relationship among the independent variables the functional form of the model for the dependent variable is irrelevant to the estimation of collinearity menard 2002 p. As a rule of thumb vif values less than 10 indicates no multicollinearity between the variables.
Vif test test for multicollinearity only for multiple regression model command vif if vif 10 there is multicollinearty usually you drop one the variables causing multicollinearity. Vif stands for variance inflation factor. Checking for multicollinearity 2 checking for multicollinearity 3 previous.
This tutorial explains how to use vif to detect multicollinearity in a regression analysis in stata.
You can use the vif command after running a regression. We can use the vif command after the regression to check for multicollinearity. Because the concern is with the relationship among the independent variables the functional form of the model for the dependent variable is irrelevant to the estimation of collinearity menard 2002 p. As a rule of thumb a variable whose vif values are greater than 10 may merit further investigation.
