求助：如何对面板数据进行方差膨胀因子检验

[size=15.555556297302246px]请问各位大神，如何对面板数据进行方差膨胀因子检验啊？用stata可以对面板数据时如何进行方差膨胀因子检验吗？现有完整数据，请求大家的帮忙对面板数据进行方差膨胀因子检验[size=15.555556297302246px]，做好后有论坛币重谢。有意者请与我私聊，谢谢！

已经帮你做好传给你了

引用stata论坛里clyde的答案：

09 Jun 2015, 08:08
I'm not sure what you mean by "the multicollinearity test." If you are planning on doing some regressions and are concerned about multicollinearity among your variables, or multicollinearity between your variables and the panel identifier, just do that regression. If there is multicollinearity, Stata will omit one or more variables to eliminate it, and will tell you so in a message.

If you are concerned about near multicollinearity and want to see, for example, variance inflation factors, run -regress- using the variables you are interested in. After the regression, run -estat vif-.

That said, I think people worry about near multicollinearity too much. If you estimate your model and all the standard errors are reasonable, that is all you really want from a model, and even if the VIF's were really high, I would ignore them. If your model gives you unreasonably large standard errors for some variables that have a high VIF, there really isn't anything you can do about it any way unless there is some way to get your hands on a lot more data.

简单地说就是一般来说没什么必要检验共线性。楼主有什么特别的需要要检验这个吗？

夏目贵志 发表于 2015-11-1 09:24
引用stata论坛里clyde的答案：

学到了。