在Stata中,当你遇到“estat vif not valid”的错误消息时,这通常意味着你尝试在一个不支持estat vif命令的模型或数据集上使用该命令。以下是一些可能的原因及相应的解决方案: 模型类型不支持: estat vif命令主要用于线性回归模型(如使用regress命令拟合的模型)中的多重共线性检验。对于固定效应模型(如使用xtreg, ...
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...
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...
(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 ...
(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 ...
(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 ...