Variance Inflation Factor (VIF).
Display the Variance Inflation Factors (VIFs). VIFs are a method of measuring the level of collinearity between the regressors in an equation.
Syntax
eq_name.varinf
Options
Examples
The set of commands:
equation eq1.ls lwage c edu edu^2 union
eq1.varinf
displays the variance inflation factor view of EQ1.
Cross-references