help for ivvif}

Augmented version of vif/estat ivvif to report variance inflation factors.

ivvif accepts no arguments. It can run after regress, ivreg, and ivreg2.


ivvif extends Stata's official vif/estat vif command, which reports variance inflation factors. It differs in two ways. As well as working after regress, it can run after instrumented regressions done with ivreg or ivreg2. In this case, it projects regressors onto instruments before computing VIFs. In other words, it reports the VIFs for the second stage of two-stage least squares. The other difference is that it makes the results available in a return matrix, named "vif", along with vif's return macros, which can ease working with the results in Stata code.


. ivreg n (w = k) . ivvif

. reg n w k . ivvif . mat list r(vif)


David Roodman Center for Global Development Washington, DC droodman@cgdev.org

Also see