Hello,
I am estimating a gravity model with ppmlhfe. I use importer and exporter year fixed effects and dyadic fixed effects.
My model includes FTAs and other variables (dyad_t_var & dyad_t_var2) that vary on the dyad_t dimension.

my code is similar to the following example
Code:
  use http://fmwww.bc.edu/RePEc/bocode/e/EXAMPLE_TRADE_FTA_DATA if category=="TOTAL", clear   cap egen imp=group(isoimp)   cap egen exp=group(isoexp)  * generate other variable that varies on the dyad_t dimension  generate dyad_t_var = runiform()    
 generate dyad_t_var2 = runiform()  
 * Run my model ppmlhdfe trade fta dyad_t_var dyad_t_var2, absorb(imp#year exp#year imp#exp) cluster(imp#exp)
I would like to test the multicollinearity of my variables. How can I do this after a ppml model?
I can run the following command,

Code:
vif, uncentered
but I am not sure if I can apply this vif to nonlinear models. Can anyone help me in understanding what is the appropriate way to detect multicollinearity in ppml models?


Thanks a lot in advance for your help


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