Uncentered Or Centered VIF in STATA

[Nisha Arora]

Hi All,

Which measure of multicollinearity (Uncentered Or Centered VIF) should we consider in STATA? Both are providing different results. (I am using with constant model). Please suggest.

In R Programming, there is a unique measure. 

Regards,

Dr Nisha Arora

[Ashish Awasthi]

A discussion on below link may be useful to you

http://www.statalist.org/forums/forum/general-stata-discussion/general/604389-multicollinearity

Ashish

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[Nisha Arora]

Hi Ashish,

Thanks but it discusses centering of the variables (before applying model). I am considering vif factor (centered/uncentered).  Looking for an answer from STATA users.

[Rod]

Hi Ashish, it seems the default is to use a centred VIF in Stata.  However the manual also says that uncentred VIFs can be used if the constant is 'a legitmate explanatory variable' and you want to obtain a VIF for the constant:

"All examples above demonstrated the use of centered VIFs. As pointed out by Belsley (1991), the

centered VIFs may fail to discover collinearity involving the constant term. One solution is to use the

uncentered VIFs instead. According to the definition of the uncentered VIFs, the constant is viewed

as a legitimate explanatory variable in a regression model, which allows one to obtain the VIF value

for the constant term." Stata Manual p2164 (regress postestimation — Postestimation tools for regress)

Rod

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