Hey everyone,
i have to analyse panel data for my thesis. I use Stata version 15.1.
I chose the logistic regression model for my empirical analysis as my dependent variable is a binary dummy variable.
Besides the main explanatory variable of interest, I added several other variables, some of them also dummy variables and also one categorical variable.
My current regression command: xtlogit dummy_1 IV_1 IV_2 ..... ibn.id_model .... IVn..., noconstant
dummy_1 is my dependent variable, IV1 my focus independent variable, IVn all other independent variables (including dummies), ibn.id_model is my categorical variable.
Question: how can i check for (multi)collinearity, especially regarding the categorical variable?
I read a few other posts about the -vif- command, which apparently cannot be used in combination with the option - noconstant -. Stata also doesn't let me use the -collin- command as "factor-variable and time-series operators (are) not allowed".
Thanks for your help in advance.
Kind regards,
Christian
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