Hi, all
I run a bivariate probit regression, and I am not specialized in statistics and I dont know how to check collinearity and Heteroscedasticity in the mentioned model.
and how do I solve it if it exists ?
in fact I use many samples and sometimes it drops a variable for collinearity but when I compress the constant, stata dont drop the mentioned variable.
for example is it usful to use Heteroskedastic probit model
from binary outcomes window, and how to use it.
if I have to run a linear regression to test that how it could be with a two dependent dummy variables.
I tries to run a linear regression just to use vif command and I got the
next results where its low. but can anyone help me to explain the results and what is the limit to determine the numbers.
Variable | VIF 1/VIF
-------------+----------------------
Costsofemp~l | 1.57 0.637600
logemploye~r | 1.50 0.665066
naceav | 1.40 0.713640
inddummy | 1.31 0.764253
affiliate | 1.05 0.947891
Intangible~v | 1.04 0.961732
logage | 1.04 0.965437
auto | 1.02 0.980988
-------------+----------------------
Mean VIF | 1.24
so what do you think
thanks in advance
collinearity and Heteroscedasticity in bivariate probit mode
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