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Variance Inflation Factor [message #11698]

Mon, 30 January 2017 19:21

nwegbus
Messages: 15
Registered: December 2015

Member

I'm working with the domestic violence module of Nigeria DHS (2013) using Stata 13.

I'm trying to examine my predictor variables for collinearity using the VIF score. Please see the attached document for all the output (you might want to zoom to 125%).

Here;s a summary of what I did:

I weighted my data using the following command:

generate wgt5 = d005/1000000
svyset [pweight = wgt5],psu(v021) strata(v022) singleunit(centered)

Then I ran a regression model of my predictor variables using this command:

svy: logit exipv agemarr4 religion weduc say attwb wipv polyg hseek chcomm

Then I issued the VIF command:

display "tolerance = " 1-e(r2) " VIF = " 1/(1-e(r2))

However this is the output I got:

tolerance = . VIF = .

It seems that the tolerance and VIF are missing? I'm wondering what I'm doing wrong, as I don't know what to make of a missing VIF score. Thanks in advance for your help.

SN

Attachment: Stata output.docx
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[Message index]

		Variance Inflation Factor By: nwegbus on Mon, 30 January 2017 19:21
		Re: Variance Inflation Factor By: Bridgette-DHS on Tue, 31 January 2017 17:16
		Re: Variance Inflation Factor By: nwegbus on Fri, 03 February 2017 03:24
		Re: Variance Inflation Factor By: Bridgette-DHS on Fri, 03 February 2017 09:27
		Re: Variance Inflation Factor By: nwegbus on Fri, 03 February 2017 10:23
		Re: Variance Inflation Factor By: bakerchowdhury on Thu, 13 April 2017 15:25
		Re: Variance Inflation Factor By: Bridgette-DHS on Fri, 14 April 2017 07:46
		Re: Variance Inflation Factor By: AnvitaDixit on Wed, 28 June 2017 14:03

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