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MIVIF: Stata module to calculate variance inflation factors after mi estimate regress

Author

Listed:
  • Daniel Klein

    (Universität Kassel)

Programming Language

Stata

Abstract

mivif calculates variance inflation factors for the independent variables after mi estimate regress. The program executes . mi xeq : regress_cmd ; estat vif VIFs are calculated separately for each imputation (m = 0, m = 1, ..., m = M) and divided by M. mivif therefore reports the mean VIF for each independent variable over the M datasets.

Suggested Citation

  • Daniel Klein, 2011. "MIVIF: Stata module to calculate variance inflation factors after mi estimate regress," Statistical Software Components S457254, Boston College Department of Economics, revised 24 Feb 2013.
    • Handle: RePEc:boc:bocode:s457254
    Note: This module should be installed from within Stata by typing "ssc install mivif". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/m/mivif.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/mivif.sthlp
    File Function: help file
    Download Restriction: no
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