Stata Help

estat vif

The estat vif command calculates the variance inflation factors for the independent variables. The variance inflation factor is a useful way to look for multicollinearity amongst the independent variables. To read more about variance inflation factors, see the wikipedia page (specifically its resources section).

As far as syntax goes, estat vif takes no arguments. It has one option , uncentered which calculates uncentered variance inflation factors. Stata's regression postestiomation section of [R] suggests this option for "detecting collinearity of regressors with the constant" (Q-Z p. 108).

Back to Estimation