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help for collin
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Collinearity Diagnostics ------------------------

collin varlist [if exp] [in range] [, corr rinv]

Description -----------

collin computes several collinearity diagnostic measures including VIF, tolerance, eigenvalues, condition index, and R-squared. It will compute the eigenvalues and condition index on either the raw SSCP with an intercept (default) or the deviation SSCP without an intercept.

Option ------

corr Eigenvalues and condition index computed from correlation matrix without a constant. By default the eigenvalues and condition index are computed on the scaled raw score SSCP matrix with an intercept. rinv display inverse of correlation matrix.

Examples --------

. collin read write math . collin read write math, raw rinv . collin read write math if gender==1

Author ------

Philip B. Ender UCLA Department of Education UCLA, Academic Technology Services enderatucla.edu

Also see --------

Manual: [R] regression diagnostics On-line: help for vif