Multicollinearity || STATA || VIF

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

[@NATURE__Photography283]

Lectures are very interesting and knowledgefull .The way of teaching is outstanding 🥰🤩👍👍

[@komalkanwarshekhawat_]

Thank you dear....keep learning 🤗🤗

[@simranpreetkaur236]

Your teaching is prefect mam

[@komalkanwarshekhawat_]

🙏🙏

[@chamkaursidhu9887]

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 ...

[@komalkanwarshekhawat_]

Thanks a bunch dear.... Consistency and blessings of well wishers like you are the support system ❤️

[@chamkaursidhu9887]

@@komalkanwarshekhawat_ 😊😊

[@knowledgeforsuccess35]

Your way of teaching is really very attractive 😊. Keep it up 👍.

[@komalkanwarshekhawat_]

Thank you Gagan 😊🤗

[@Maria.Qureshi.Official]

Thank u dear for such a knowledgeable video

[@komalkanwarshekhawat_]

Thanks for your kind words 😊

[@mahinurmimi9782]

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.

[@komalkanwarshekhawat_]

Check VIF after running the OLS. That is run the regress command and then run the vif command.

[@duventurac]

Komal you video is am,azing, however, it was not clear for me which values represent high or low multiocolinearity

[@komalkanwarshekhawat_]

Dear, kindly let me know at what level you faced difficulty.

[@user-rs8kh5nz6f]

i couldn't use the vif in fixed effect panel data multiple regression ? how can i do so ?

[@komalkanwarshekhawat_]

You can check VIF individually also.

[@poojagodara3786]

fabulous ma'am ,🤩🌸

[@komalkanwarshekhawat_]

Thank you Pooja 🤗

[@MuhamadRizkiKarimamrulloh]

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

[@komalkanwarshekhawat_]

No need to check again. Just mention the VIF values obtained under the said model.

[@user-km3vo9zj9h]

thank sir

[@anshuduhoon3357]

hlo mam, n you please tell me when to use uncensored vif or censored vif value for calculation of multicollinearity in the stata

[@komalkanwarshekhawat_]

To identify the presence of Multicollinearity see censored VIF. However, stata provides with only VIF and 1/VIF values.

[@anshuduhoon3357]

@@komalkanwarshekhawat_

[@umaimaismail8767]

Best one

[@komalkanwarshekhawat_]

Thank you 😊

[@Sanjivsingh1994]

Mam, What about Multicollinearity in case of Dichotomous variables (or with more than two categories) ?

[@komalkanwarshekhawat_]

I hope you will find this article helpful.
www.researchgate.net/post/How_to_test_multicollinearity_in_binary_logistic_logistic_regression

[@breadpitt2475]

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

[@komalkanwarshekhawat_]

No, not necessary.

[@breadpitt2475]

@@komalkanwarshekhawat_ Thank you so much. Also, I run the fe model in both stata and eviews, but I get different results 😓

[@vaishnavibalaji6811]

Mam kindly upload a video using stata on how to choose between System GMM and Difference GMM method

[@komalkanwarshekhawat_]

Sure, will soon upload on this one also. In list already. Thanks.

[@vaishnavibalaji6811]

@@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

[@seamhasankhan7732]

thank you so much mem

[@komalkanwarshekhawat_]

Your welcome 😊

[@obedchanda9907]

Thank you

[@komalkanwarshekhawat_]

Grateful 💫

[@RinkuRinku-nl5zg]

👍👍

[@komalkanwarshekhawat_]

🤗🤗

[@gagansingh9893]

👌👌👍

[@komalkanwarshekhawat_]

😊🤗

[@singh-nt7nd]

🙏🙏

[@komalkanwarshekhawat_]

🤗🤗