1、是什么 x1与x2走向基本一致 2、如何检验 ①reg y x ②estat vif 若VIF>7.5,则存在共线性问题 3、如何解决 ①删掉检验的x ②取对数 genX=Ln(x) 二、自相关 1、是什么 随机扰动项1与随机扰动项2存在相关关系 2、如何检验 ①reg y x1 x2 ②predict e1, res gen e2=l.e1 ③graph twoway (scatt...
(not for installing packages!), particularly for those who wish to find interesting packages or study a user-written package as quick as a mouse click. The archive includes several useful features such as providing HTML help files as well as categories that indicate what kind of Stata programmin...
reg y x1 x2 x3,robust(回归后显示各个自变量的异方差-稳健性标准误) estat vif(回归之后获得VIF) estat hettest,mtest(异方差检验) 异方差检验的套路: (1)Breusch-pagan法: reg y x1 x2 x3 predict u,resid gen usq=u^2 reg usq x1 x2 x3 求F值 display R/(1-R)*n2/n1(n1表示分子除数,n2表示...
Variable VIF VIF Tolerance Squared ──────────────────────────────────────────────────── lnx1 13.21 3.63 0.0757 0.9243 lnx2 11.02 3.32 0.0908 0.9092 lnx3 17.35 4.17 0.0576 0.9424 lnx4 2.64 1.62 0.3795 0.6205 lnx5 3.57 1.89 0.2799...
Assumption #6: Your data must not show multicollinearity, which occurs when you have two or more independent variables that are highly correlated with each other. You can check this assumption in Stata through an inspection of correlation coefficients and Tolerance/VIF values. Assumption #7: There...
overwriting not permitted - all subcommands as separate ado files estadd_plus: - new subcommand called -pcorr- 15apr2005: estadd (1.0.3) - support for e(subpop) added - estadd_plus released on SSC; contains -summ-, -vif-, -ebsd-, -coxsnell-, and -nagelkerke- subcommands 22mar2005...
mivif Module to calculate variance inflation factors after mi estimate regress mixlogit Module to fit mixed logit models by using maximum simulated likelihood mkbilogn Module to create bivariate lognormal variables mkcorr Module to generate correlation table formatted for easy inclusion in articles mkda...
mivif Module to calculate variance inflation factors after mi estimate regress mixlogit Module to fit mixed logit models by using maximum simulated likelihood mkbilogn Module to create bivariate lognormal variables mkcorr Module to generate correlation table formatted for easy inclusion in articles mkda...