MIVIF: Stata module to calculate variance inflation factors after mi estimate regress
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.
|Requires:||Stata version 11|
|Date of creation:||17 Mar 2011|
|Date of revision:||24 Feb 2013|
|Note:||This module should be installed from within Stata by typing "ssc install mivif". Windows users should not attempt to download these files with a web browser.|
|Contact details of provider:|| Postal: |
Web page: http://fmwww.bc.edu/EC/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
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