vif

test

多重共线性诊断可用collin，需要下载安装。

test x1 x2 ...

请问一下：collin命令的格式是什么呢？？谢谢啊！

help for collin
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Collinearity Diagnostics
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    collin varlist  [if exp] [in range] [, corr rinv]



Description
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collin computes several collinearity diagnostic measures including
       VIF, tolerance, eigenvalues, condition index, and R-squared.  
       It will compute the eigenvalues and condition index on either
       the raw SSCP with an intercept (default) or the deviation SSCP
       without an intercept.

Option
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corr   Eigenvalues and condition index computed from correlation matrix
         without a constant.
        
      By default the eigenvalues and condition index are computed on the
      scaled raw score SSCP matrix with an intercept.
        
rinv  display inverse of correlation matrix.

Examples
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. collin read write math
. collin read write math, corr rinv
. collin read write math if gender==1
. ^collin read write math if e(sample)



Author
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      Philip B. Ender
      UCLA Department of Education
      UCLA, Academic Technology Services
      ender@ucla.edu


Also see
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Manual:  [R] regression diagnostics
On-line:  help for vif


另外，coldiag2 也可以