estat vif
The estat vif
command calculates the variance inflation factors for the independent variables. The variance inflation
factor is a useful way to look for multicollinearity amongst the independent variables. To read more about variance inflation factors, see the wikipedia page (specifically its resources section).
As far as syntax goes, estat vif
takes no arguments. It has one option , uncentered
which
calculates uncentered variance inflation factors. Stata's regression postestiomation section of [R] suggests this option for "detecting collinearity
of regressors with the constant" (Q-Z p. 108).