Dear all,
I am running a Generalized Estimating Equations model and wanted to check whether there exists any multi collinearity issues. I am not sure how to do that in Stata. I read that in order to check for multi collinearity, one should regress the model, and then run estat vif. For example, this is the code I am thinking of using to generate vif values:
. xtset id year
. xtgee mobility revMM_new n_teams mgr_new1 teamexp_yr c.teamexp_yr#c.teamexp_yr i.teamid i.year if year < 2008 & hlevel >2 & hlevel < 9 & retire~=1 & expansion_mob~=1, family (binomial 1) link(logit) corr(ar1) vce(robust)
. regress mobility revMM_new n_teams mgr_new1 teamexp_yr c.teamexp_yr#c.teamexp_yr i.teamid i.year if year < 2008 & hlevel >2 & hlevel < 9 & retire~=1 & expansion_mob~=1
. estat vif
(a) Is the above procedure correct?
(b) Also, the revMM_new is a non-binary control variable (it records revenue values). Assuming that revMM_new is likely to generate a high vif value, will it be OK to use mean-centered values of this variable in the model?
Kindly let me know. Your help will be greatly appreciated.
Thanks.
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