Variance inflation factor is calculated using each independent var as the dependent var, regressed against the rest of the vars. Does Stata actually run all of those regressions under the hood or is something quicker done?
Thanks,
Alex
Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.
0 Response to Does vif command run all possible regressions?
Post a Comment