___  ____  ____  ____  ____ tm
 /__    /   ____/   /   ____/
___/   /   /___/   /   /___/    6.0   Copyright 1984-1999
  Statistics/Data Analysis            Stata Corporation
                                      702 University Drive East
                                      College Station, Texas 77840 USA
                                      800-STATA-PC        http://www.stata.com
                                      409-696-4600        stata@stata.com
                                      409-696-4601 (fax)

Single-user Stata for Macintosh perpetual license:
       Serial number:  46045143
         Licensed to:  Kit Baum
                       Boston College

Notes:
      1.  28999K bytes allocated to data
      2.  PowerPC processor support included
      3.  Command line editing enabled

running :Keewaydin:Rumelihisari:Stata:profile.do ...

. do ":Keewaydin:Rumelihisari:Stata:STD000000.tmp"

. * colldiag   EC771B  cfb 0223
. * makes use of hacked version of Joe Harkness' coldiag that works from
. * regressorlist, available on fmrisc
. clear

. set matsize 800

. use  ":Keewaydin:Rumelihisari:Stata:auto.dta"
(1978 Automobile Data)

. gen pr=price/1000

. regress pr displ  mpg 

  Source |       SS       df       MS                  Number of obs =      74
---------+------------------------------               F(  2,    71) =   13.35
   Model |  173.587101     2  86.7935503               Prob > F      =  0.0000
Residual |  461.478281    71   6.4996941               R-squared     =  0.2733
---------+------------------------------               Adj R-squared =  0.2529
   Total |  635.065382    73  8.69952578               Root MSE      =  2.5494

------------------------------------------------------------------------------
      pr |      Coef.   Std. Err.       t     P>|t|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
   displ |   .0105088   .0045855      2.292   0.025       .0013657     .019652
     mpg |  -.1211832   .0727884     -1.665   0.100      -.2663193    .0239528
   _cons |   6.672765    2.29972      2.902   0.005       2.087254    11.25828
------------------------------------------------------------------------------

. gen e = 100*invnorm(uniform())

. gen mpga=mpg+e

. corr mpg mpga
(obs=74)

         |      mpg     mpga
---------+------------------
     mpg |   1.0000
    mpga |  -0.0311   1.0000


. 
. regress pr displ  mpg mpga 

  Source |       SS       df       MS                  Number of obs =      74
---------+------------------------------               F(  3,    70) =    8.78
   Model |  173.701057     3  57.9003525               Prob > F      =  0.0001
Residual |  461.364324    70  6.59091892               R-squared     =  0.2735
---------+------------------------------               Adj R-squared =  0.2424
   Total |  635.065382    73  8.69952578               Root MSE      =  2.5673

------------------------------------------------------------------------------
      pr |      Coef.   Std. Err.       t     P>|t|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
   displ |   .0105185   .0046181      2.278   0.026       .0013079    .0197291
     mpg |  -.1212874   .0733017     -1.655   0.102      -.2674831    .0249083
    mpga |  -.0004207   .0031998     -0.131   0.896      -.0068025     .005961
   _cons |   6.679027   2.316292      2.883   0.005       2.059328    11.29873
------------------------------------------------------------------------------

. vif

Variable |      VIF      1/VIF  
---------+----------------------
   displ |      1.99    0.501941
     mpg |      1.99    0.502010
    mpga |      1.00    0.998780
---------+----------------------
Mean VIF |      1.66

. lincom mpg+mpga

 ( 1)  mpg + mpga = 0.0

------------------------------------------------------------------------------
      pr |      Coef.   Std. Err.       t     P>|t|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
     (1) |  -.1217081   .0734061     -1.658   0.102      -.2681119    .0246957
------------------------------------------------------------------------------

. coldiag2,f
 
Condition number =       3.03
 
Condition indices and variance decomposition proportions

       CI  displ    mpg   mpga
r1  1.000  0.092  0.092  0.029
r2  3.030  0.899  0.897  0.001
r3  1.390  0.009  0.011  0.971

. gen mpgb=mpg+e/10

. corr mpg mpgb
(obs=74)

         |      mpg     mpgb
---------+------------------
     mpg |   1.0000
    mpgb |   0.4637   1.0000


. regress pr displ  mpg mpgb

  Source |       SS       df       MS                  Number of obs =      74
---------+------------------------------               F(  3,    70) =    8.78
   Model |  173.701057     3  57.9003525               Prob > F      =  0.0001
Residual |  461.364324    70  6.59091892               R-squared     =  0.2735
---------+------------------------------               Adj R-squared =  0.2424
   Total |  635.065382    73  8.69952578               Root MSE      =  2.5673

------------------------------------------------------------------------------
      pr |      Coef.   Std. Err.       t     P>|t|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
   displ |   .0105185   .0046181      2.278   0.026       .0013079    .0197291
     mpg |  -.1175007   .0784657     -1.497   0.139      -.2739956    .0389942
    mpgb |  -.0042074   .0319979     -0.131   0.896      -.0680252    .0596103
   _cons |   6.679027   2.316292      2.883   0.005       2.059328    11.29873
------------------------------------------------------------------------------

. vif

Variable |      VIF      1/VIF  
---------+----------------------
     mpg |      2.28    0.438108
   displ |      1.99    0.501941
    mpgb |      1.27    0.784819
---------+----------------------
Mean VIF |      1.85

. lincom mpg+mpgb

 ( 1)  mpg + mpgb = 0.0

------------------------------------------------------------------------------
      pr |      Coef.   Std. Err.       t     P>|t|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
     (1) |  -.1217081   .0734061     -1.658   0.102      -.2681119    .0246957
------------------------------------------------------------------------------

. coldiag2,f
 
Condition number =       5.73
 
Condition indices and variance decomposition proportions

       CI  displ    mpg   mpgb
r1  1.000  0.042  0.018  0.021
r2  3.090  0.877  0.037  0.146
r3  5.730  0.082  0.945  0.833

. gen mpgc=mpg+e/100

. corr mpg mpgc
(obs=74)

         |      mpg     mpgc
---------+------------------
     mpg |   1.0000
    mpgc |   0.9867   1.0000


. regress pr displ  mpg mpgc

  Source |       SS       df       MS                  Number of obs =      74
---------+------------------------------               F(  3,    70) =    8.78
   Model |  173.701057     3  57.9003524               Prob > F      =  0.0001
Residual |  461.364325    70  6.59091892               R-squared     =  0.2735
---------+------------------------------               Adj R-squared =  0.2424
   Total |  635.065382    73  8.69952578               Root MSE      =  2.5673

------------------------------------------------------------------------------
      pr |      Coef.   Std. Err.       t     P>|t|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
   displ |   .0105185   .0046181      2.278   0.026       .0013079    .0197291
     mpg |  -.0796337    .324377     -0.245   0.807      -.7265832    .5673158
    mpgc |  -.0420744   .3199789     -0.131   0.896      -.6802521    .5961033
   _cons |   6.679027   2.316292      2.883   0.005       2.059328    11.29873
------------------------------------------------------------------------------

. vif

Variable |      VIF      1/VIF  
---------+----------------------
     mpg |     39.01    0.025635
    mpgc |     37.82    0.026438
   displ |      1.99    0.501941
---------+----------------------
Mean VIF |     26.27

. lincom mpg+mpgc

 ( 1)  mpg + mpgc = 0.0

------------------------------------------------------------------------------
      pr |      Coef.   Std. Err.       t     P>|t|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
     (1) |  -.1217081   .0734061     -1.658   0.102      -.2681119    .0246957
------------------------------------------------------------------------------

. coldiag2,f
 
Condition number =      55.04
 
Condition indices and variance decomposition proportions

        CI   displ     mpg    mpgc
r1   1.000   0.039   0.000   0.000
r2   3.220   0.959   0.001   0.001
r3  55.040   0.002   0.999   0.999

. gen mpgd=mpg+e/1000

. corr mpg mpgd
(obs=74)

         |      mpg     mpgd
---------+------------------
     mpg |   1.0000
    mpgd |   0.9999   1.0000


. regress pr displ  mpg mpgd

  Source |       SS       df       MS                  Number of obs =      74
---------+------------------------------               F(  3,    70) =    8.78
   Model |  173.701058     3  57.9003528               Prob > F      =  0.0001
Residual |  461.364323    70   6.5909189               R-squared     =  0.2735
---------+------------------------------               Adj R-squared =  0.2424
   Total |  635.065382    73  8.69952578               Root MSE      =  2.5673

------------------------------------------------------------------------------
      pr |      Coef.   Std. Err.       t     P>|t|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
   displ |   .0105185   .0046181      2.278   0.026       .0013079    .0197291
     mpg |   .2990384   3.196639      0.094   0.926      -6.076457    6.674533
    mpgd |  -.4207465    3.19979     -0.131   0.896      -6.802526    5.961033
   _cons |   6.679027   2.316292      2.883   0.005       2.059328    11.29873
------------------------------------------------------------------------------

. vif

Variable |      VIF      1/VIF  
---------+----------------------
     mpg |   3788.32    0.000264
    mpgd |   3785.37    0.000264
   displ |      1.99    0.501941
---------+----------------------
Mean VIF |   2525.23

. lincom mpg+mpgd

 ( 1)  mpg + mpgd = 0.0

------------------------------------------------------------------------------
      pr |      Coef.   Std. Err.       t     P>|t|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
     (1) |  -.1217081   .0734061     -1.658   0.102      -.2681119    .0246957
------------------------------------------------------------------------------

. coldiag2,f
 
Condition number =     552.80
 
Condition indices and variance decomposition proportions

         CI    displ      mpg     mpgd
r1    1.000    0.039    0.000    0.000
r2    3.220    0.957    0.000    0.000
r3  552.800    0.004    1.000    1.000

. gen mpge=mpg+e/10000

. corr mpg mpge
(obs=74)

         |      mpg     mpge
---------+------------------
     mpg |   1.0000
    mpge |   1.0000   1.0000


. regress pr displ  mpg mpge

  Source |       SS       df       MS                  Number of obs =      74
---------+------------------------------               F(  3,    70) =    8.78
   Model |   173.70096     3  57.9003201               Prob > F      =  0.0001
Residual |  461.364421    70  6.59092031               R-squared     =  0.2735
---------+------------------------------               Adj R-squared =  0.2424
   Total |  635.065382    73  8.69952578               Root MSE      =  2.5673

------------------------------------------------------------------------------
      pr |      Coef.   Std. Err.       t     P>|t|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
   displ |   .0105185   .0046181      2.278   0.026       .0013079    .0197291
     mpg |   4.083918   31.99379      0.128   0.899      -59.72568    67.89351
    mpge |  -4.205626    31.9977     -0.131   0.896      -68.02302    59.61176
   _cons |   6.679022   2.316292      2.883   0.005       2.059324    11.29872
------------------------------------------------------------------------------

. vif

Variable |      VIF      1/VIF  
---------+----------------------
     mpg | 379481.34    0.000003
    mpge | 379460.81    0.000003
   displ |      1.99    0.501941
---------+----------------------
Mean VIF | 252981.38

. lincom mpg+mpge

 ( 1)  mpg + mpge = 0.0

------------------------------------------------------------------------------
      pr |      Coef.   Std. Err.       t     P>|t|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
     (1) |  -.1217079   .0734061     -1.658   0.102      -.2681116    .0246959
------------------------------------------------------------------------------

. coldiag2,f
 
Condition number =    5530.88
 
Condition indices and variance decomposition proportions

          CI     displ       mpg      mpge
r1     1.000     0.039     0.000     0.000
r2     3.220     0.956     0.000     0.000
r3  5530.880     0.005     1.000     1.000

. 
. 
end of do-file

.