help mivif
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Title

     mivif -- Calculate variance inflation factors after mi estimate : regress


Syntax

        mivif [, m(numlist) uncentered]


Description

    mivif calculates variance inflation factors for the independent variables
    after linear regression with multiply-imputed datasets.


Remarks

    According to Rubin's combination rules, the MI point estimate is the mean
    of the estimates for each imputed dataset. This value of interest is
    assumed to be normally distributed. The VIF for a right-hand-side
    variable x1 is calculated as 1/(1 - R-squared), where R-squared is the
    coefficient of determination in a model that regresses x1 on the other
    right-hand-side variables. To improve normality for R-squared, Harel
    (2009) suggests to apply Fisher's z-transforation.  mivif runs the
    regression of x1 on all other x in each imputed dataset and calculates
    the mean of the transformed R-squares as R2_MI. The VIF reported for each
    variable is calculated as 1/(1 - R2_MI).


    mivif requires the data to be flong style. To change the style of mi data
    use mi convert.

    Time-series operators are currently not supported.


Options

    m(numlist) combines VIFs from imputed datasets numlist.  Default is to
        pool VIFs from imputed datasets used in the estimation.

    uncentered reports uncentered VIFs. If the regression model is fit
        without the constant, option uncentered is implied. See vif.


Example

        . sysuse auto
        . mi set flong
        . mi register imputed rep78
        . mi impute pmm rep78 price mpg weight foreign ,add(5)
        . mi estimate : regress price mpg weight foreign i.rep78
        . mivif


Saved results

    mivif saves the following in r():

    Matrices
        r(mivif)                result matrix


References

    Harel, Ofer (2009). The estimation of R2 and adjusted R2 in incomplete
    data sets using multiple imputation. Journal of Applied Statistics,
    36(10), 1109-1118.

        
Author

    Daniel Klein, University of Kassel, klein.daniel.81.@gmail.com


Also see

    Online: mi, vif

    if installed: mibeta