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Multicollinearity || STATA || VIF
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- Опубліковано 30 жов 2021
- Hello everyone.....
This video explains how to check multicollinearity in STATA.
This video focuses on only two ways of checking Multicollinearity using the following commands:
1. pwcorr dep var indep var
2. vif
By using aforementioned command one can check Multicollinearity in STATA.
1. What is Multicollinearity?
2. Why Multicollinearity is a problem in a Multiple Regression Model?
3. How to detect Multicollinearity?
- High pair wise correlation (Correlation method)
- Variance Inflation Factor Method
4. How to solve Multicollinearity?
- Drop a variable
- Transform some of the variable if possible
- Transform the entire regression model
- Acquire additional data or new sample
- Ridge Regression
- Principal Component Analysis
To know aforementioned watch this video on Multicollinearity in EVIEWS- • Multicollinearity| Mul...
Link to join telegram channel: t.me/kshekhawat
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Happy Learning!
#multicollinearity #vif #correlation #multipleregressionmodel #eviewstutorial #eviews #varianceinflationfactor
Lectures are very interesting and knowledgefull .The way of teaching is outstanding 🥰🤩👍👍
Thank you dear....keep learning 🤗🤗
Your teaching is prefect mam
🙏🙏
Mam really your explanation is very nice ..... simple and clear.....
I just want to ask mam what is source of your motivation ... which miracle is working behind your teaching skill ...
Thanks a bunch dear.... Consistency and blessings of well wishers like you are the support system ❤️
@@komalkanwarshekhawat_ 😊😊
Your way of teaching is really very attractive 😊. Keep it up 👍.
Thank you Gagan 😊🤗
Thank u dear for such a knowledgeable video
Thanks for your kind words 😊
Dear Maam,
Why vif command shows "not appropriate after regress, nocons; use option uncentered to get uncentered VIF" beacuse of running any model other than OLS?
I run fixed effect model, then write vif command. Then stata shows not appropriate result.
Check VIF after running the OLS. That is run the regress command and then run the vif command.
Komal you video is am,azing, however, it was not clear for me which values represent high or low multiocolinearity
Dear, kindly let me know at what level you faced difficulty.
i couldn't use the vif in fixed effect panel data multiple regression ? how can i do so ?
You can check VIF individually also.
fabulous ma'am ,🤩🌸
Thank you Pooja 🤗
prof my model is pased the multicol by VIF,
but after hausman test the selected is fixed effect, do i have to recheck the Multicol after fixed effect regression by doing VIF uncentered?
because the result is different
thanku syukriyaa
No need to check again. Just mention the VIF values obtained under the said model.
thank sir
hlo mam, n you please tell me when to use uncensored vif or censored vif value for calculation of multicollinearity in the stata
To identify the presence of Multicollinearity see censored VIF. However, stata provides with only VIF and 1/VIF values.
@@komalkanwarshekhawat_
Best one
Thank you 😊
Mam, What about Multicollinearity in case of Dichotomous variables (or with more than two categories) ?
I hope you will find this article helpful.
www.researchgate.net/post/How_to_test_multicollinearity_in_binary_logistic_logistic_regression
Hi, I checked unit root test and found that some of the variablws are stationary at first and second difference. So in that case when I enter the variables in the command section, should I enter them taking their difference. Thanks
No, not necessary.
@@komalkanwarshekhawat_ Thank you so much. Also, I run the fe model in both stata and eviews, but I get different results 😓
Mam kindly upload a video using stata on how to choose between System GMM and Difference GMM method
Sure, will soon upload on this one also. In list already. Thanks.
@@komalkanwarshekhawat_ waiting for that video mam it will be really helpful to all the research Scholars. And please tell how to interpret the results of both the GMM models
thank you so much mem
Your welcome 😊
Thank you
Grateful 💫
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